Master
2022/2023
Econometrics (Advanced Level I)
Type:
Elective course (Economics and Economic Policy)
Area of studies:
Economics
Delivered by:
Department of Applied Economics
Where:
Faculty of Economic Sciences
When:
1 year, 1, 2 module
Mode of studies:
offline
Open to:
students of one campus
Master’s programme:
Economics and Economic policy
Language:
English
ECTS credits:
6
Contact hours:
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