2026/2027
Эконометрика (продвинутый уровень)
ID 1174061
Статус:
Маго-лего
Кто читает:
Департамент экономики
Где читается:
Санкт-Петербургская школа экономики и менеджмента
Когда читается:
1, 2 модуль
Охват аудитории:
для своего кампуса
Преподаватели:
Рубин Александр Юрьевич
Язык:
английский
Кредиты:
6
Контактные часы:
48
Course Syllabus
Abstract
Econometrics is a core discipline in modern economic education, integrating probabilistic and statistical tools essential for quantitative analysis of socio‑economic processes and phenomena, as well as for providing evidence‑based policy recommendations. The course "Econometrics (Advanced Level)" belongs to the professional cycle and is designed for Master's students who have already completed introductory courses in calculus, linear algebra, probability theory, and mathematical statistics.
Learning Objectives
- - An overview of the matching models and regression discontinuity designs. - Familiarize the students with advanced methods of econometric research in economics. - Key panel data techniques.
Expected Learning Outcomes
- Be able to transform and estimate econometrics models with heteroscedasticity on real economic data.
- Be able to estimate basic spatial econometric regressions using modern econometrics software.
- Know the tools of financial econometrics
- Collect and adjust the real economic data for the application of Econometrics methods and models;
- Gain knowledge of basic econometrics and its application
Course Contents
- 1. Overview of the Classical Linear Regression Model
- 2. Endogeneity and Instrumental Variables Methods
- 3. Analysis of Panel Data
- 4. Estimation of Treatment Effects: The Difference‑in‑Differences Estimator
- 5. Propensity Score Matching and Regression Discontinuity Models
