Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Introduces the FIN-403 Econometrics course, emphasizing practical application of standard econometric models like Ordinary Least Squares (OLS) in economic and financial contexts.
Covers the basics of Ordinary Least Squares (OLS) in econometrics, including variable relationships, coefficient determination, and model interpretation.