Units: 4
Hours: Seminar, 3 hours; term paper, 10 to 15.5 hours per quarter, problem sets involving statistical analysis of stock returns
Catalog page 466
Description: Students should spend at least 2 hours a week. Prerequisite(s): MGT 201, MGT 202, graduate standing in Management, or consent of instructor. 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.