ECON 3327 Financial Econometrics
Enrollment limited; significant writing/research component.. This course extends ECON2228 to present panel data models, selected topics in time series analysis, and limited dependent variable models. Methods used in financial econometrics, such as rolling CAPM estimation, volatility estimation, and event studies will be stressed. Examples and datasets are drawn from financial and also labor economics.
Course overview
- Department
- Economics
- School
- MCAS
- Credits
- 3
- Level
- Undergraduate
- Offered
- Every Spring
Catalog details
Requirements fulfilled
Course evaluations
- Course rating
- 4.48 / 5 · Very Good
- Instructor rating
- 4.76 / 5 · Excellent
- Terms evaluated
- 5
| Term | Instructor | Course overall | Instructor overall | Well organized | Clear learning objectives | Intellectually challenging | Helpful assignments | Applicable beyond course | Attendance necessary | Weekly effort | Responses |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Spring 2026 | Geoffrey Sanzenbacher | 4.7 | 4.9 | 4.8 | 4.8 | 4.7 | 4.7 | 4.7 | 4.5 | 4–6 hrs/week | 23 of 28 |
| Spring 2025 | Geoffrey Sanzenbacher | 4.5 | 4.9 | 4.8 | 4.7 | 4.9 | 4.8 | 4.7 | 4.8 | 4–6 hrs/week | 29 of 37 |
| Spring 2024 | Geoffrey Sanzenbacher | 4.3 | 4.7 | 4.8 | 4.8 | 4.9 | 4.7 | 4.8 | 4.4 | 4–6 hrs/week | 32 of 36 |
| Spring 2024 | Veysel Ulusoy | 4.1 | 4.1 | 4.0 | 4.0 | 4.3 | 4.6 | 4.7 | 4.6 | 4–6 hrs/week | 19 of 27 |
| Spring 2023 | Geoffrey Sanzenbacher | 4.8 | 4.9 | 4.9 | 4.8 | 4.9 | 4.8 | 4.8 | 4.8 | 4–6 hrs/week | 29 of 35 |
| Spring 2022 | Geoffrey Sanzenbacher | 4.5 | 4.9 | 4.7 | 4.9 | 4.8 | 4.8 | 4.7 | 4.6 | 4–6 hrs/week | 17 of 31 |