GAELLE LE FOL - Head oftheMaster 203, Professor in Finance, Université Paris - Dauphine
This course is an introduction and/or refresher course in Econometrics that focuses on techniques for estimating regression models, on problems commonly encountered in estimating such models, and on interpreting the estimates. The goal is to provide participants with the basic skills and knowledge necessary to undertake empirical research and to prepare them to the advanced course in Econometrics of Financial Markets. If Gretl will be the econometric software used in the course, it is possible to use R.
Adkins L. C., UsingGretl for Principles of Econometrics, Vers.1.041, 2018
Brooks C., Introductory Econometrics for Finance, Second Edition, CUP, 2014
Gujarati D., Basic Econometrics, McGraw Hill Higher Education; 5thEd. 2009
Hill C. R., W. E. Griffiths&G. C. Lim, Principles of Econometrics, Wiley5thEd., 2018.