GMM/Asset Pricing E-course?

[IRJ]

I would like to kindly suggest that Estima considers offering a Generalized Method of Moments (GMM)/Empirical asset pricing course. I beleive that such a course would be interesting to many users of RATS. Topics that could be covered are: estimation of asset pricing models by GMM, high-frequency finance, implementation of yield curve modelling using state space models, factor models in finance etc...

I realize that some RATS examples of the above are now available. However, I still believe that an e-course that provides a more in-depth discussion of these topics would be highly beneficial.

[BinhPham]

Five years passed but I do think this proposed E-course is still worth considering!