Кто читает:: Департамент экономики

Статус:: Курс обязательный

Когда читается:: 3-й курс, 1, 2 модуль

Преподаватели

Гарипова Фарида Габдулхаевна

Тараскина Елена Владимировна

Full Syllabus Ask Question

Abstract

This module is a basic course of scientific econometrics for students of the third year of economic study programmes. The module deals with applying statistical methods for analysis of economic data and empirical testing of causal relationships. The main focus is placed on correct formulation of research questions, choice of an empirical model for testing, parameter estimation and interpretation of obtained results. Throughout the course teaching is conducted using real data. Substantial part of tutorials deals with data preparation, econometric analysis and presentation of reproduceable research results using R language. Prerequisites for the course are basic knowledge of mathematical analysis, probability theory and statistics.

Learning Objectives

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The course teaching is conducted using real data. Substantial part of tutorials deals with data preparation, econometric analysis and presentation of reproduceable research results using R language. Prerequisites for the course are basic knowledge of mathematical analysis, probability theory and statistics.

Expected Learning Outcomes

formulate research questions and testable hypotheses based on general economic theory
choose econometric methods suitable to the research question, data structure and conditions for causal inference identification
prepare, process and analyse real economic data according to modern standards of empirical research
construct and evaluate econometric models, interpret their results
critically analyse limitations of models and threats to internal and external validity of the research
conduct reproduceable econometric analysis using R language, including code writing, producing tables and graphs suitable for presentation of research results

Course Contents

1. Introduction to econometrics and causal inference
2. Probability theory and statistics recap.
3. Simple linear regression
4. Multiple linear regression
5. Statistical conclusions and hypothesis testing in regression analysis
6. Non-linear regression specifications
7. Regression model diagnostics and study validity
8. Panel data
9. Instrumental variables method
10. Binary choice models

Assessment Elements

Midterm test
Group Empirical Project
Students complete the project in groups, and the final grade is awarded on the basis of an oral presentation (defence). Both the overall quality of the project and each group member's individual contribution to the final work are taken into account. Members of the same project group may therefore receive different grades. Timely completion of individual interim tasks (compliance with the deadline schedule) is also taken into account.
Final Examination

Interim Assessment

2026/2027 2nd module
0.4 * Final Examination + 0.25 * Group Empirical Project + 0.35 * Midterm test

Bibliography

Recommended Core Bibliography

Introductory econometrics : a modern approach, Wooldridge, J. M., 2025

Recommended Additional Bibliography

Introduction to Econometrics, 796 p., Stock, J. H., Watson, M. W., 2007

Authors

Iakubenko Viacheslav Vitalevich
Brodskaia Natalia Nikolaevna

Бакалаврская программа «Международная программа по бизнесу и экономике»

Контакты

Econometrics