Econometrics (Advanced Level II)

2024/2025

Учебный год

ENG

Обучение ведется на английском языке

6

Кредиты

Кто читает:

Департамент прикладной экономики

Статус:

Курс по выбору

Когда читается:

1-й курс, 3, 4 модуль

Преподаватели

Котырло Елена Станиславовна

Семерикова Елена Вячеславовна

Слаболицкий Илья Сергеевич

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.