中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 04 Causal Inference framework 2

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 03 Causal Inference framework 1

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 02 Statistical Foundations Overview of OLS

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 13 Application Corporate Finance

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 12 Application Policy Evaluation

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 09 Instrumental Variable Regression

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 01 Introduction to Financial Econometrics

1.1 Introduction: The Nature and Purpose of Econometrics · What is Econometrics? Literal meaning is \measurement in economics?\ 对经济现象和经济关系的数量/计量分析

1 An Excursion into Non-linearity land Motivation: the linear structural (and time series) models cannot explain a number of important features common to much financial data

1 Motivations All the models we have looked at thus far have been single equations models of the form y=XB+u All of the variables con