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Academic Supervisor

Kuznetsova, Olga

Scientific Supervisor

Kryuchkova, Polina V.

Scientific Supervisor of the Educational Track

Kuznetsova, Olga

Scientific Supervisor of the Educational Track

Kossova, Elena V.

Scientific Supervisor of the Educational Track

Natkhov, Timur

Scientific Supervisor of the Educational Track

Belianin, Alexis V.

Scientific Supervisor of the Educational Track

Mamuta, Mikhail

Manager

Geroeva, Maria

Study Office

109028 Moscow
Pokrovsky Blvd., office Т521

(495) 772-95-90*27145

E-mail: mgeroeva@hse.ru

For prospective students: welcome-economics@hse.ru

International Office: Valeriya Latypova

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Delivered at:: Department of Applied Economics

Course type:: Elective course

When:: 1 year, 3, 4 module

Instructors

Kotyrlo, Elena

Semerikova, Elena V.

Slabolitskiy, Ilya S.

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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.

Master’s Programme 'Economics and Economic Policy'

Econometrics (Advanced Level II)

Instructors

Course Syllabus

Abstract