2022/2023
Эконометрика (продвинутый уровень I)
Статус:
Маго-лего
Кто читает:
Департамент прикладной экономики
Когда читается:
1, 2 модуль
Охват аудитории:
для своего кампуса
Язык:
английский
Кредиты:
6
Контактные часы:
56
Course Syllabus
Abstract
The course “Advanced Econometrics ” focuses on the estimation, inference and identification of regression models. Particular attention is paid to the econometric theory, to the application of econometrics to real-world problems, and to the interpretation of the estimation results. The course includes linear regressions, Gauss-Markov theorem, generalised least squares estimation, endogeneity, instrumental variables, maximum likelihood estimation, and a panel data introduction.
The course will include the use of STATA and MS Excel. Use of R and other statistical analysis software is optional