Econometrics may be defined generally as the "application of mathematics and statistical methods to the analysis of economic data." Theoretical econometrics considers questions about the statistical properties of estimators in an economic model. Those properties may permit testing an economic hypothesis as to its acceptance or rejection on the basis of statistical inferences from the available data set.
Document Series: http://biodiversitylibrary.org/oai
Description: This course note attempts to provide a fairly deep understanding of topical issues in asset pricing and deliver econometric methods in which to develop research agenda in financial economics.
Bibliography: p. 108-112