Financial Econometrics
FI310 · Summer School 2025-26 · Shanghai
Course Overview
This course provides skills in data analysis and econometric methods that can help students understand the behavior of individuals, firms, financial institutions, and other economic agents. Students will learn about statistical techniques employed in the finance and economics literature.
These skills are useful both in future education (postgraduate or PhD research) and many professional roles. Data analysis is key in investment banking, management consulting, accounting, and most service-sector jobs. Students will also learn to program in Stata, Python, and R—the leading statistical software packages in the industry.
Learning Outcomes
- 1 Understand and analyse linear regression output
- 2 Recognise the importance of the Gauss-Markov assumptions and consequences when they break down
- 3 Analyse panel data sets using fixed and random effects models
- 4 Estimate time series regressions and calculate forecasts
- 5 Estimate and understand qualitative response models
Course Details
Duration
3 Weeks
Location
Shanghai, China
Format
In-Person
Contact Hours
66 Hours
Credits
4 Units
Instructor
Dr. Fatih Kansoy
University of Oxford
I'm Fatih, working in the Department of Economics and Saïd Business School as a lecturer at the University of Oxford. My research focuses on monetary economics and empirical climate finance. Previously, I taught at the University of Warwick's Economics Department, Warwick Business School, and the Bank of England. I completed my Ph.D. in Economics from the University of Nottingham.
Office Hours
Instructor Office Hours
By appointment — email to schedule
TA Discussion Sessions
TBA
Schedule announced in class
Textbooks & Software
Stock & Watson
Introduction to Econometrics
Wooldridge
Introductory Econometrics
Chris Brooks
Introductory Econometrics for Finance
Software