Master
2024/2025
Econometrics (Advanced Level II)
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, 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
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.