Laajuus: 6

Aikataulu: 02.11.2016 - 08.12.2016

Vastuuopettaja (voimassa 01.08.2018-31.07.2020): 

Assistant Professor Matthijs Lof

Opetusperiodi (voimassa 01.08.2018-31.07.2020): 

II (fall 2018) Otaniemi campus

II (fall 2019) Otaniemi campus

Osaamistavoitteet (voimassa 01.08.2018-31.07.2020): 

By the end of the course, students will be familiar with basic econometric methods; be able to implement these methods using the R language (http://www.r-project.org/); know how to interpret statistical results correctly and draw appropriate conclusions.

Sisältö (voimassa 01.08.2018-31.07.2020): 

The course provides an introduction to the standard linear regression model, which is the core of econometrics. Topics include estimation by ordinary least squares (OLS), interpreting regression results, hypothesis testing, and misspecification issues. In addition to the standard regression model, we will look at event-study methodology, instrumental variables and panel data. This is an applied course, meaning that all topics will be illustrated by empirical examples related to investments and corporate finance using real data.

Toteutus, työmuodot ja arvosteluperusteet (voimassa 01.08.2018-31.07.2020): 

Exercises (50%) and exam (50%)

Työmäärä toteutustavoittain (voimassa 01.08.2018-31.07.2020): 

Classroom hours, 24 h
Class preparation, 48 h
Preparing exercise sets, 50 h
Exam preparation, 37 h
Exam, 3 h

Oppimateriaali (voimassa 01.08.2018-31.07.2020): 

Readings, exercises, slides, and other materials will be provided by the lecturer.

Korvaavuudet (voimassa 01.08.2018-31.07.2020): 

30C00200 Econometrics
31C01200 Taloustieteen empiiriset menetelmät

Kurssin kotisivu (voimassa 01.08.2018-31.07.2020): 

MyCourses 28C00200 Econometrics for Finance

Esitiedot (voimassa 01.08.2018-31.07.2020): 

Introduction to Statistics

Arvosteluasteikko (voimassa 01.08.2018-31.07.2020): 

0-5

Ilmoittautuminen (voimassa 01.08.2018-31.07.2020): 

Course registration via WebOodi. See the registration time in WebOodi.

The course is targeted to the students of Aalto Finance B.Sc. Programme and exchange students with Finance specialization at their home university. Maximum of 90 students will be accepted to the course.

For any registration related matter, please contact the department study coordinator.

Opintojakson kuvaus