Banking Econometrics

Concentration: Finance
Academic Year: 2022-2023
Semester: Second
Required/Elective: Required
Prerequisite(s): None
Course Hours / Week: 3 hours per week / 8 weeks



Course in the area of ​​statistics and econometrics with a theoretical – practical nature, whose purpose is to provide participants with the main statistical and econometric techniques and algorithms for cross-sectional data analysis, for example: 

  • Estimation: OLS, GMM and maximum likelihood
  • Estimation: Non-linearity: in parameters and in variables
  • Hypothesis testing and model selection: nested models
  • Binomial and multinomial model: Logit and Probit
  • Truncated models or models with selection bias: ML consistent estimator and bivariate selection models (Heckman)

 

     Instructor(s):

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