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