{"id":2232,"date":"2022-08-28T00:29:08","date_gmt":"2022-08-28T00:29:08","guid":{"rendered":"https:\/\/www.master203.com\/?page_id=2232"},"modified":"2022-08-28T00:29:08","modified_gmt":"2022-08-28T00:29:08","slug":"financial-econometrics-i","status":"publish","type":"page","link":"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/","title":{"rendered":"Financial Econometrics I"},"content":{"rendered":"<h3>FINANCIAL ECONOMETRICS I<\/h3>\n<h5>Professor<\/h5>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-2224 size-full\" src=\"https:\/\/www.master203.com\/wp-content\/uploads\/2022\/08\/GLF.jpg\" alt=\"\" width=\"140\" height=\"184\" \/><\/p>\n<p><strong>GAELLE LE FOL - <\/strong>Head oftheMaster 203, Professor in Finance, Universit\u00e9 Paris - Dauphine<\/p>\n<h5>Course objectives<\/h5>\n<p>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.<\/p>\n<h5>Course outline<\/h5>\n<ul>\n<li>How to build an econometric model and how to use it?<\/li>\n<li>The (simple and multiple) linear regression model<\/li>\n<li>Inference, hypothesis testing, and prediction<\/li>\n<li>Specification and diagnostic testing(heteroskedasticity, autocorrelation, model specification)<\/li>\n<li>Selection criteria<\/li>\n<li>Alternative to OLS (2SLS, ML, GLS, Quantile regression)<\/li>\n<\/ul>\n<h5>References<\/h5>\n<p>Adkins L. C., UsingGretl for Principles of Econometrics, Vers.1.041, 2018<\/p>\n<p>Brooks C., Introductory Econometrics for Finance, Second Edition, CUP, 2014<\/p>\n<p>Gujarati D., Basic Econometrics, McGraw Hill Higher Education; 5thEd. 2009<\/p>\n<p>Hill C. R., W. E. Griffiths&amp;G. C. Lim, Principles of Econometrics, Wiley5thEd., 2018.<\/p>\n<h5>Assessment<\/h5>\n<p>TBA.<\/p>\n<p>&nbsp;<\/p>","protected":false},"excerpt":{"rendered":"<p>FINANCIAL ECONOMETRICS I Professor GAELLE LE FOL - Head oftheMaster 203, Professor in Finance, Universit\u00e9 Paris - Dauphine Course objectives 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 [&hellip;]<\/p>","protected":false},"author":1428,"featured_media":0,"parent":1892,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-2232","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.8 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Financial Econometrics I &#8226; Strat\u00e9fi 203<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"\/en\/https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Financial Econometrics I &#8226; Strat\u00e9fi 203\" \/>\n<meta property=\"og:description\" content=\"FINANCIAL ECONOMETRICS I Professor GAELLE LE FOL - Head oftheMaster 203, Professor in Finance, Universit\u00e9 Paris - Dauphine Course objectives 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 [&hellip;]\" \/>\n<meta property=\"og:url\" content=\"\/en\/https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/\/\" \/>\n<meta property=\"og:site_name\" content=\"Strat\u00e9fi 203\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.master203.com\/wp-content\/uploads\/2022\/08\/GLF.jpg\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/\",\"url\":\"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/\",\"name\":\"Financial Econometrics I &#8226; Strat\u00e9fi 203\",\"isPartOf\":{\"@id\":\"https:\/\/www.master203.com\/en\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/#primaryimage\"},\"image\":{\"@id\":\"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/#primaryimage\"},\"thumbnailUrl\":\"https:\/\/www.master203.com\/wp-content\/uploads\/2022\/08\/GLF.jpg\",\"datePublished\":\"2022-08-28T00:29:08+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/#primaryimage\",\"url\":\"https:\/\/www.master203.com\/wp-content\/uploads\/2022\/08\/GLF.jpg\",\"contentUrl\":\"https:\/\/www.master203.com\/wp-content\/uploads\/2022\/08\/GLF.jpg\"},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Accueil\",\"item\":\"https:\/\/www.master203.com\/en\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"The Master 203\",\"item\":\"https:\/\/www.master203.com\/en\/le-master\/\"},{\"@type\":\"ListItem\",\"position\":3,\"name\":\"Financial Econometrics I\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/www.master203.com\/en\/#website\",\"url\":\"https:\/\/www.master203.com\/en\/\",\"name\":\"Strat\u00e9fi 203\",\"description\":\"Association\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/www.master203.com\/en\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Financial Econometrics I &#8226; Strat\u00e9fi 203","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"\/en\/https:\/\/www.master203.com\/en\/le-master\/financial-econometrics-i\/\/","og_locale":"en_US","og_type":"article","og_title":"Financial Econometrics I &#8226; Strat\u00e9fi 203","og_description":"FINANCIAL ECONOMETRICS I Professor GAELLE LE FOL - Head oftheMaster 203, Professor in Finance, Universit\u00e9 Paris - Dauphine Course objectives 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. 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