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Regular version of the site
Master 2021/2022

Econometrics (Advanced Level)

Type: Compulsory course (Master of Business Analytics)
Area of studies: Finance and Credit
Delivered by: Практико-ориентированные магистерские программы факультета экономических наук
When: 1 year, 3, 4 module
Mode of studies: distance learning
Online hours: 2
Open to: students of one campus
Instructors: Elena V. Semerikova
Master’s programme: Магистр аналитики бизнеса
Language: English
ECTS credits: 5
Contact hours: 12

Course Syllabus

Abstract

The course focuses on the estimation and identification of regression models. The course aims to provide students with knowledge on the fundamentals of econometrics and its application, knowledge and proficiency on the use of statistical package STATA for econometric analysis, practice in conducting data analysis and application of econometric tools in research and analytics The course is a core course of the field of study of the online degree Master program. Particular attention is paid to the application of econometrics to real-world problems and to the interpretation of the estimation results in finance (corporate finance, valuation), reporting, accounting and disclosure.