(PhD) Financial Econometrics: Panel Data

The course aims to cover the most important materials in Panel Data, with emphases on their applications to empirical research, especially empirical corporate finance. The course will deliver a comprehensive list of empirical methods that allow researchers to interpret correlations and to identify causal relationships in data. Such tools are essential for graduate students who aspire to conduct careful, state-of-art empirical research. In addition, the course will provide general guidance on formulating and executing (empirical) research ideas.