7. Course Schedule
Note: for more information on the UNSW academic calendar and key dates including study period, exam, supplementary exam and result release, please visit: https://student.unsw.edu.au/new-calendar-dates
Week
Activity
Topic
Assessment/Other
Week 1: 15 February
Lecture
Introduction to Financial Econometrics
In-Class Contribution
Week 2: 22 February
Lecture
Stata Lab session
–
Week 3: 1 March
Lecture
Statistics, Probability, Mathematics and Introduction to OLS
In-Class Contribution
Week 4: 8 March
Lecture
OLS Regressions
In-Class Contribution
Week 5: 15 March
Lecture
Multivariate regressions: Omitted Variable Bias
1. Written Assignments 2. In-Class Contribution
Week 6: 22 March
Lecture
Instrumental Variables
In-Class Contribution
Week 7: 29 March
Lecture
Panel Data and Fixed Effect Regressions
In-Class Contribution
Week 8: 5 April
Lecture
Experiments and Natural Experiments
In-Class Contribution
Week 9: 12 April
Lecture
Machine Learning
In-Class Contribution
Week 10: 19 April
Lecture
Machine Learning
In-Class Contribution, Group Report