Prerequisites: ECON 205A or equivalent or consent of instructor; doctoral standing in Management or consent of instructor
Description: Covers econometric approaches to analyz- ing common problems encountered when conducting empirical research. Focuses on hypothesis testing, specification tests, general methods of moments esti- mation, the capital asset pricing model, multifactor asset pricing models, event studies, operating per- formance studies, simultaneous equations models, and enodogenity issues. Demonstrates programming in SAS and/or Gauss.