FIN-403: Econometrics

Summary

The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.

Official source

https://edu.epfl.ch/coursebook/en/econometrics-FIN-403

Moodle Page

http://go.epfl.ch/FIN-403

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Lectures in this course (28)

Basics of Linear Regression

Covers the basics of linear regression, including OLS estimators, hypothesis testing, and confidence intervals.

Univariate Time Series Analysis

Explores univariate time series analysis, covering stationarity, ARMA processes, model selection, and unit root tests.

Linear Regression: Beyond the Basics

Explores advanced concepts in linear regression models, including multicollinearity, hypothesis testing, and handling outliers.

Model Selection in Time Series Analysis

Covers model selection, diagnostics, and forecasting in time series analysis, emphasizing the challenges of determining the model order based on autocorrelation and partial autocorrelation functions.

Instrumental Variables: Addressing Measurement Error and Reverse Causality

Explores how instrumental variables correct biases from measurement error and reverse causality in regression models.

Related concepts (429)

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