描述

KTEE 310-FINANCIAL ECONOMETRICS Introduction (ch 1, 2, 3 S&W)) 1 Dr TU Thuy Anh Faculty of International Economics EXPECTED OUTCOMES  Know how to set up econometric models corresponding to real world economic problems  Know how to use gretl to estimate the models  Know how to interpret the estimated results  Know how to use the results for financial purposes 2 COURSE CONTENTS  What is econometrics  Basic Statistical Concepts: A Review  Regression model – some concepts  Two variable regression models  Multivariate regression models  Special forms of models  What if model’s assumptions are invalid  Applications in finance 3

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