Slides About Econometrics

Slides about Econometrics. Introduction. The Nature and Purpose of Econometrics. Examples of the kind of problems that may be solved by an Econometrician. What are the Special Characteristics of Financial Data? Types of Data and Notation. Time Series versus Cross-sectional Data. Cross-sectional and Panel Data. Continuous and Discrete Data. Cardinal, Ordinal and Nominal Numbers. Returns in Financial Modelling. Log Returns. A Disadvantage of using Log Returns. Real Versus Nominal Series. Deflating a Series. Steps involved in the formulation of econometric models. Some Points to Consider when reading papers in the academic finance literature. Bayesian versus Classical Statistics.