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zip |
Readings/Data |
| Session 1 |
Fri, 09/10/2020 |
Review – Basics |
Readings |
| Session 2 |
Fri, 16/10/2020 |
Introduction Software and Data |
| Session 3 |
Fri, 23/10/2020 |
| Session 4 |
Fri, 30/10/2020 |
Asymptotic Theory |
Readings |
| Session 5 |
Fri, 06/11/2020 |
| Session 6 |
Fri, 13/11/2020 |
GMM |
Readings |
| Session 7 |
Fri, 20/11/2020 |
Monte Carlo Study, Times Series Modelling, Maximum Likelihood
Volatility Modelling |
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| Session 8 |
Fri, 27/11/2020 |
High Frequency Econometrics I |
Readings |
| Session 9 |
Fri, 04/12/2020 |
High Frequency Econometrics II |
| Session 10 |
Fri, 11/12/2020 |
ASSESSMENT |
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