Master 2026/2027

Econometrics (Advanced Level)

Type: Compulsory course (Financial Analyst)

Delivered by: HSE Banking Institute

Where: HSE Banking Institute

When: 1 year, 2, 3 module

Open to: students of one campus

Language: English

ECTS credits: 6

Contact hours: 72

Course Syllabus

Abstract

This master-level course in Econometrics gives Financial Analyst students an overview of the statistical methods used for empirical analysis in economics and finance. Emphasis of the course is on building a clear understanding of the assumptions behind common estimators, on testing those assumptions, and on selecting and estimating appropriate models for different types of data. The course combines theoretical foundations with practical skills in R statistical software.