SemesterFall Semester, 2023
DepartmentPhD Program of Finance, First Year MA Program of Finance, Second Year
Course NameEmpirical Method in Corporate Finance
InstructorCha Yunju
Credit1.0
Course TypeElective
Prerequisite
Course Objective
Course Description
Course Schedule














































Week

Date

Topic

HW

1

Sep. 12

Research proposal & Nature of econometrics

Literature Review

2

Sep. 19

Data & Empirical design: OLS

Research Idea

3

Sep. 26

Empirical design: OLS Inference & Extensions

Main empirical design

4

Oct. 3

Empirical design: Panel structure

Panel design: Fixed effect

5

Oct. 17

Empirical design: Endogeneity

Developing design

6

Oct. 24

Writing research proposal



Writing research proposal


 



This course will be conduected 3 hours X 6 weeks instead of 1 hour x 18 weeks.


Teaching Methods
Teaching Assistant

N/A



Students will directly contact with the instructor.


Requirement/Grading

Your grade will be based on the following:




  1. Attendance/participation (10%)

  2. Weekly homework (40%)

  3. Research proposal (50%)


Textbook & Reference

We will mainly use the lecture note made by the instructor. It includes the various contents from various sources in terms of empirical design and statistical tools. The main reference textbook is Introductory econometrics: A modern approach, written by Jeffrey M. Wooldridge, 5th Edition, for econometrics.  



 


Urls about Course
Attachment

Yunju Cha_Syllabus_EmpiricalMethod.pdf