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Regular version of the site

Econometrics II (advanced level)

2022/2023
Academic Year
ENG
Instruction in English
6
ECTS credits
Course type:
Compulsory course
When:
1 year, 3, 4 module

Instructor

Course Syllabus

Abstract

The main goal is to familiarize the students with advanced methods of econometric research in economics and finance. In particular, the course accentuates the problem of endogeneity and the ways to address it in the analysis of cross-sectional and panel data. The course is of applied nature: The lectures are supplemented by exercises in the computer lab. The topics covered include: A review of the classical linear regression model; Causes and consequences of endogeneity; Instrumental variables methods; Key panel data techniques; Difference-in-difference estimation techniques; An overview of the matching models and regression discontinuity designs. Computer exercises using the statistical software package “R” are an integral part of the course, which ensures that the students get hands-on experience of analyzing real world data.