FI 402 - Econometrics

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The objective of this course is to introduce the main econometric methods and techniques used in the analysis of issues related to finance and economics. It covers fundamental concepts of statistical inference that provide the foundations for data analysis and applied empirical work. Topics covered include basic linear and non-linear multiple regression model, panel data analysis, time series models, omitted variables, missing data, sample selection and instrumental variables. Prerequisite(s): BA 327