페이스북
트위터
카카오톡
네이버밴드
링크복사
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- 주제분류
- 사회과학 >경영ㆍ경제 >경영학
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- 강의학기
- 2010년 2학기
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- 조회수
- 6,177
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This is a required course for graduate students who want to understand about research methods.
- 수강안내 및 수강신청
- ※ 수강확인증 발급을 위해서는 수강신청이 필요합니다
Introduction of this course (1)
차시별 강의
| 1. | |
Introduction of this course (1) | 1. Introduction of this course 2. Time Series Analysis |
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Introduction of this course (2) | 1. Introduction of this course 2. Time Series Analysis |
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Introduction of this course (3) | 1. Introduction of this course 2. Time Series Analysis |
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Basic Time-Series Econometrics | 1. Introduction of this course 2. Time Series Analysis |
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Dynamic dividend behavior and share repurchases (1) | 1. The Tax Structure and Corporate Dividend Policy 2. Repurchase Premiums as a Reason for Dividends 3. Dividend Yields and Expected Stock Returns |
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Dynamic dividend behavior and share repurchases (2) | 1. The Tax Structure and Corporate Dividend Policy 2. Repurchase Premiums as a Reason for Dividends 3. Dividend Yields and Expected Stock Returns |
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Dynamic dividend behavior and share repurchases (3) | 1. The Tax Structure and Corporate Dividend Policy 2. Repurchase Premiums as a Reason for Dividends 3. Dividend Yields and Expected Stock Returns |
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Dynamic dividend behavior and share repurchases (4) | 1. The Tax Structure and Corporate Dividend Policy 2. Repurchase Premiums as a Reason for Dividends 3. Dividend Yields and Expected Stock Returns |
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Permanent and Transitory Components (VAR Identification), non-fundamental component, and Mean Reversion (1) | 1.Trends and random walk in macroeconomic time series 2.Stock Returns and Inflation with Supply and Demand Shocks | |
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Permanent and Transitory Components (VAR Identification), non-fundamental component, and Mean Reversion (2) | 1.Trends and random walk in macroeconomic time series 2.Stock Returns and Inflation with Supply and Demand Shocks | |
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Permanent and Transitory Components (VAR Identification), non-fundamental component, and Mean Reversion (3) | 1.Trends and random walk in macroeconomic time series 2.Stock Returns and Inflation with Supply and Demand Shocks | |
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Capital markets research in accounting and Post-announcement drift in abnormal returns (1) | Investor Perceptions of Earnings Expectations and Post-announcement Drifts | |
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Capital markets research in accounting and Post-announcement drift in abnormal returns (2) | Investor Perceptions of Earnings Expectations and Post-announcement Drifts | |
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Capital markets research in accounting and Post-announcement drift in abnormal returns (3) | Investor Perceptions of Earnings Expectations and Post-announcement Drifts | |
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Capital markets research in accounting and Post-announcement drift in abnormal returns (4) | Investor Perceptions of Earnings Expectations and Post-announcement Drifts | |
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Capital markets research in accounting and Post-announcement drift in abnormal returns (5) | Investor Perceptions of Earnings Expectations and Post-announcement Drifts | |
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Capital markets research in accounting and Post-announcement drift in abnormal returns (6) | Investor Perceptions of Earnings Expectations and Post-announcement Drifts | |
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Causality (1) | Value maximization and the information content of corporate investment with respect to earnings | |
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Causality (2) | Value maximization and the information content of corporate investment with respect to earnings | |
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Causality (3) | Value maximization and the information content of corporate investment with respect to earnings | |
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Causality (4) | Value maximization and the information content of corporate investment with respect to earnings | |
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Causality (5) | Value maximization and the information content of corporate investment with respect to earnings | |
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Causality (6) | Value maximization and the information content of corporate investment with respect to earnings | |
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VAR approach and Identification (1) | 1.Estimating VAR using methods not d on explicit economic theories | |
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VAR approach and Identification (2) | 1.Estimating VAR using methods not d on explicit economic theories | |
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VAR approach and Identification (3) | 1.Estimating VAR using methods not d on explicit economic theories | |
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VAR approach and Identification (4) | 1.Estimating VAR using methods not d on explicit economic theories | |
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VAR approach and Identification (5) | 1.Estimating VAR using methods not d on explicit economic theories | |
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Market Efficiency and Volatility (1) | Permanent, temporary, and non-fundamental components of stock prices | |
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Market Efficiency and Volatility (2) | Permanent, temporary, and non-fundamental components of stock prices | |
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Market Efficiency and Volatility (3) | Permanent, temporary, and non-fundamental components of stock prices | |
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Market Efficiency and Volatility (4) | Permanent, temporary, and non-fundamental components of stock prices | |
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Market Efficiency and Volatility (5) | Permanent, temporary, and non-fundamental components of stock prices | |
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Market Efficiency and Volatility (6) | Permanent, temporary, and non-fundamental components of stock prices | |
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Non-stationarity, unit root, and Cointegration (1) | Value maximization and the information content of corporate investment with respect to earnings |
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Non-stationarity, unit root, and Cointegration (2) | Value maximization and the information content of corporate investment with respect to earnings |
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Non-stationarity, unit root, and Cointegration (3) | Value maximization and the information content of corporate investment with respect to earnings |
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Non-stationarity, unit root, and Cointegration (4) | Value maximization and the information content of corporate investment with respect to earnings |
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Non-stationarity, unit root, and Cointegration (5) | Value maximization and the information content of corporate investment with respect to earnings |
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Generalized method of moments (1) | Simulation estimation of time series models | |
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Generalized method of moments (2) | Simulation estimation of time series models | |
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Generalized method of moments (3) | Simulation estimation of time series models | |
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Generalized method of moments (4) | Simulation estimation of time series models | |
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Generalized method of moments (5) | Simulation estimation of time series models | |
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Generalized method of moments (6) | Simulation estimation of time series models | |
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Generalized method of moments (7) | Simulation estimation of time series models | |
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Estimating and Testing Assert Pricing Models (1) | Generalized instrumental variables estimation of nonlinear rational expectations models | |
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Estimating and Testing Assert Pricing Models (2) | Generalized instrumental variables estimation of nonlinear rational expectations models | |
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Estimating and Testing Assert Pricing Models (3) | Generalized instrumental variables estimation of nonlinear rational expectations models | |
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Estimating and Testing Assert Pricing Models (4) | Generalized instrumental variables estimation of nonlinear rational expectations models | |
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Estimating and Testing Assert Pricing Models (5) | Generalized instrumental variables estimation of nonlinear rational expectations models | |
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Estimating and Testing Assert Pricing Models (6) | Generalized instrumental variables estimation of nonlinear rational expectations models | |
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Term Structure of Interest Rates (1) | A nonlinear expectations model of the term structure of interest rates with time-varying risk premia | |
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Term Structure of Interest Rates (2) | A nonlinear expectations model of the term structure of interest rates with time-varying risk premia | |
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Term Structure of Interest Rates (3) | A nonlinear expectations model of the term structure of interest rates with time-varying risk premia | |
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Term Structure of Interest Rates (4) | A nonlinear expectations model of the term structure of interest rates with time-varying risk premia | |
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Term Structure of Interest Rates (5) | A nonlinear expectations model of the term structure of interest rates with time-varying risk premia | |
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Term Structure of Interest Rates (6) | A nonlinear expectations model of the term structure of interest rates with time-varying risk premia | |
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Equity Premium (1) | The equity premium and risk free rate: Matching the moments | |
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Equity Premium (2) | The equity premium and risk free rate: Matching the moments | |
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Equity Premium (3) | The equity premium and risk free rate: Matching the moments | |
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Equity Premium (4) | The equity premium and risk free rate: Matching the moments | |
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Equity Premium (5) | The equity premium and risk free rate: Matching the moments | |
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Equity Premium (6) | The equity premium and risk free rate: Matching the moments | |
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Asset returns and inflation (1) | Returns and Inflation in response to Supply, Monetary, and Fiscal Disturbances | |
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Asset returns and inflation (2) | Returns and Inflation in response to Supply, Monetary, and Fiscal Disturbances | |
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Asset returns and inflation (3) | Returns and Inflation in response to Supply, Monetary, and Fiscal Disturbances | |
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Asset returns and inflation (4) | Returns and Inflation in response to Supply, Monetary, and Fiscal Disturbances | |
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