Микроэконометрика и панельные данные

Аспирантура 2020/2021

Статус: Курс обязательный

Направление: 38.06.01. Экономика

Кто читает: Департамент экономики

Когда читается: 1-й курс, 1 семестр

Формат изучения: без онлайн-курса

Преподаватели: Муравьев Александр Александрович

Язык: английский

Кредиты: 3

Контактные часы: 28

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Abstract

Econometrics is a powerful tool for verifying theories in economics and management. We use econometrics to evaluate outcomes of policy decisions, to find causal relationships between two events, to examine theories in economics or management. This course provides PhD students with skills in econometrics of cross-sectional and principles panel data analysis. It is applied for the course and we cover applications of the most important econometric models for economic or management studies. PhD students have to learn the limitations of the most widely used methods and should be able to apply them for research exercises.

Learning Objectives

Be able to select the most appropriate econometrics estimator taken into account problems in the dataset, research question, and available variables
Be able to estimate and adjust the econometric model taken into account problems in the dataset, research question, and available variables
Be able to develop an econometric strategy for the defined research
Be able to prepare econometric reports for the research journals

Expected Learning Outcomes

be able for using critical thinking and evaluation of recent studies in major and multidisciplinary fields
be able to use modern methods and technologies for communications in academia
be able to set purposes and tasks of a research project on fundamental and applied research
be able to solve research problems using the updated national and international experience and modern ICT
be able to conduct research activity in an educational institutions and management of students' research activity

Course Contents

Essential Probability and Statistics for Econometrics
Core Methods
Models for Panel Data
Models for Cross-Sectional Data

Assessment Elements

Exercise 1
Exercise 2
Paper replication

Interim Assessment

Interim assessment (1 semester)
0.2 * Exercise 1 + 0.3 * Exercise 2 + 0.5 * Paper replication

Bibliography

Recommended Core Bibliography

Cameron, A. C., & Trivedi, P. K. (2005). Microeconometrics : Methods and Applications. New York, NY: Cambridge University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=138992
Stock, J. H., & Watson, M. W. (2015). Introduction to Econometrics, Update, Global Edition (Vol. Updated third edition). Boston: Pearson Education. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1419285

Recommended Additional Bibliography

Rohatgi, V. K., & Saleh, A. K. M. E. (2015). An Introduction to Probability and Statistics (Vol. 3rd edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1050364
Wiśniewski, J. W. (2016). Microeconometrics in Business Management. Chichester, UK: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1071137

Course Syllabus