Bachelor 2024/2025

Econometrics

Type: Compulsory course (Data Science and Business Analytics)

Area of studies: Applied Mathematics and Information Science

Delivered by: Big Data and Information Retrieval School

Where: Faculty of Computer Science

When: 3 year, 1-4 module

Mode of studies: offline

Open to: students of one campus

Language: English

ECTS credits: 7

Contact hours: 112

Course Syllabus

Abstract

Econometrics is an introductory full year course for the 3-rd year students of the DSBA programme of NRU HSE. The course is taught in English and finally examined by HSE final exam. The stress in the course is done on the essence of statements, methods and approaches of econometric analysis. The conclusions and proofs of basic formulas and models are given which allows the students to understand the principles of econometric theory development. The main attention is paid to the economic interpretations and applications of the econometric models. The first part of the course is devoted to the cross-section econometrics; the second part – to the time series and panel data econometrics. Prerequisites: Statistics, Mathematical Methods or Mathematics for Economists, Introduction to Economics