Advanced Econometrics

Archived material from the Trinity Term 2014 Advanced Econometrics Elective.

Collected Slides

These downloads contain complete slide sets from the course split into two parts. The first covers material related to data snooping bias and multiple testing in the context of technical trading. The second covers forecasting methodologies that are suitable with large number of predictors.

Syllabus
Assessments
Course Material
Week 1
Readings
Week 1
Week 2
Week 3
Week 4
Week 8