Master of Science in International Banking and Finance

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Course Structure

IBF618 Advanced Financial Econometrics

Course Description:
This course mainly covers time series modeling, panel data analysis and limited dependent variable models. The course focuses on theoretical underpinnings of the relevant estimation and inferences. It also includes a hands-on component where students will apply various techniques discussed in class to financial time series and panel data.

Pre-requisite: IBF604 Financial Econometrics or equivalent

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