Credits: 6

Schedule: 31.10.2018 - 13.12.2018

Teacher in charge (valid 01.08.2018-31.07.2020): 

Assistant Professor Matthijs Lof

Teaching Period (valid 01.08.2018-31.07.2020): 

II (fall 2018) Otaniemi campus

II (fall 2019) Otaniemi campus

Learning Outcomes (valid 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.

Content (valid 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.

Assessment Methods and Criteria (valid 01.08.2018-31.07.2020): 

Exercises (50%) and exam (50%)

Workload (valid 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

Study Material (valid 01.08.2018-31.07.2020): 

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

Substitutes for Courses (valid 01.08.2018-31.07.2020): 

30C00200 Econometrics
31C01200 Taloustieteen empiiriset menetelmät

Course Homepage (valid 01.08.2018-31.07.2020): 

MyCourses 28C00200 Econometrics for Finance

Prerequisites (valid 01.08.2018-31.07.2020): 

Introduction to Statistics

Grading Scale (valid 01.08.2018-31.07.2020): 

0-5

Registration for Courses (valid 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.

Description

Registration and further information