Handbook

This course aims to give you a strong econometric foundation for applications to empirical research in business and builds on COMM8100, offered in the first trimester.The course emphasizes the connection between methodology and applications, with the computing done in R. The first part of the course is a thorough discussion of linear regression including maximum likelihood estimation, regression diagnostics, asymptotics, and regularization. This part is also important because many of the ideas introduced here will also apply more to generally to a variety of econometric models. The second part of the course discusses generalized linear models (glms) and extends the ideas discussed in linear regression to these models. The third part of the course deals with false discovery rate. he analysis of time series. The final part of the course is about time series.

The course is only for Business School students enrolled in the MPDBS and PhD programs.