GAELLE LE FOL -Professor in Finance, Head of the Master 203, 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., Using gretl for Principles of Econometrics, Version 1.041, August 2018, Free copy
Brooks C., Introductory Econometrics for Finance, Second Edition, Cambridge University Press, 2014
Gelman A., J. Hill and A. Vehtari, 2021, Regression and Other Stories, 1st Edition, Cambridge University Press, 2021
Gujarati D., Basic Econometrics, McGraw Hill Higher Education; 5th Revised edition edition, 2009
Hill C., W. Griffiths and G. Lim, Principles of Econometrics, Wiley, 5th Edition, 2018
1 final exam