Course Details

<b>Prerequisites</b><br> The course assumes prior knowledge of econometrics and finance at the Masterʹs level.<br> Students from Engage.EU universities should register by sending an email to the instructor.<br> <b>Learning objectives</b><br> The aim is to prepare the students for PhD courses in finance. This involves understanding both econometric theory ("why does that econometric approach not fit this financial problem?") as well as being able to implement the methods ("now, run this panel regression and interpret the results").<br> <b>Content</b><br> 1. Statistics and basic OLS (testing)<br> 2. OLS II (error structures, asymptotics and simulations)<br> 3. Factor models and portfolio sorts<br> 4. Panel data I (basic models, clustering)<br> 5. Panel data II (diff-in-diff, regression discontinuity)<br> 6. Instrumental variables and GMM<br> <b>General information</b><br> Please see <a href="https://www.unisg.ch/en/studying/exchange-programme/incoming-guest-students/guest-auditors-and-individual-course-participation/">this website</a> for information on how to participate in the course. Please write to <a href="mailto:phd@unisg.ch">phd@unisg.ch</a> by <b>September 7, 2025</b> and request the form that is needed to register for an individual course participation at the doctoral level.