Master
2023/2024
Econometrics (Advanced Level II)
Type:
Compulsory course (Economics and Economic Policy)
Area of studies:
Economics
Delivered by:
Department of Applied Economics
Where:
Faculty of Economic Sciences
When:
1 year, 3, 4 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:
84
Course Syllabus
Abstract
The course “Advanced Econometrics II” 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; policy evaluation; generalised method of moments; nonparametric and semiparametric models. Optional topics are duration models, spatial econometrics, quantile regression, Bayesian estimation, big data analysis.
The course will include the use of STATA and MS Excel. Use of R and other statistical analysis software is optional.