2022/2023
Эконометрика (продвинутый уровень II)
Статус:
Маго-лего
Кто читает:
Департамент прикладной экономики
Когда читается:
3, 4 модуль
Охват аудитории:
для своего кампуса
Язык:
английский
Кредиты:
6
Контактные часы:
84
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 is focused on issues in limited variables models, time series models; dynamic panel data models; generalised method of moments; nonparametric and semiparametric models; Bayesian estimation.
The course will include the use of STATA and MS Excel. Use of R and other statistical analysis software is optional.