Course Description

Course CodeCourse NameCreditsHours
5705349 Econometrics in Finance 3.0 3
Description The main issue is to investigate and model the relationship between variables. Discussion topics are related to econometric skills frequently used in financial empirical studies, including banking efficiencies, stochastic frontier analysis, data envelopment analysis, threshold model, and quantile regression model. For data envelopment analysis, the purpose of this course is to let the students understand the basic theory, models, and applications of the data envelopment analysis. So that students will not only understand the theory but are also able to run the software and do calculations.