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Regular version of the site
Master 2022/2023

Econometrics (Advanced Level I)

Type: Elective course (Economics and Economic Policy)
Area of studies: Economics
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