Instructors

Julio Galvez, CUNEF Universidad

Dates

17-21 November 2025

Hours

Monday to Friday from 17:00 to 19:00. Practical Sessions on Tuesday and Thursday from 19:30 to 20:30

Language

English

Intended for

Professionals working mainly in the finance sector who want to refresh their knowledge on basic concepts in statistics and econometrics and learn new techniques to describe data.

Prerequisites

Basic statistics and econometrics at an undergraduate level.

Overview

This course provides students with tools, methods, and skills to answer data-focused, real life questions, with a focus on providing preliminary evidence to support better decisions in finance.

Practical Classes

The practical sessions will illustrate the topics with examples for better understanding. The Statistical software package Stata will be used as an econometric tool to apply the techniques shown.

Topics

• Basic distributions: binomial/multinomial distribution, Normal, gamma and uniform/beta.
• Regression analysis: simple and multiple linear regression. OLS inference. Non-linear regressions.
• Regressions with discrete dependent variables: linear probability model, logit and probit.
• Other non-linear models: quantile regression and duration analysis.
• Predictions with big data: LASSO/ridge regression and logistic classification analysis.
• Static panel data: unobserved heterogeneity. Within and between variation. Fixed and random effects.

Julio Galvez is an Assistant Professor of Finance at CUNEF. His research interests cover household finance and applied econometrics. Prior to joining CUNEF, he was a Research Economist at the Banco de España. He has also been an affiliated research fellow of the Swedish House of Finance, SSE. He holds a PhD in Economics from CEMFI and a BS in Business Economics from the University of the Philippines.