Эконометрика

2026/2027

Статус: Маго-лего

Кто читает: Департамент экономики и анализа данных

Где читается: Факультет экономики НИУ ВШЭ (Нижний Новгород)

Охват аудитории: для своего кампуса

Преподаватели: Аистов Андрей Валентинович

Язык: русский

Кредиты: 6

Контактные часы: 56

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Аннотация

As a result of studying the discipline, the student will be able to select a suitable approach for conducting empirical estimates in a particular practical scenario, accurately explain the benefits and drawbacks of the selected empirical model, identify the benefits and drawbacks of alternative approaches of performing empirical estimates that have been employed by other authors, and gain experience conducting empirical estimates on actual data. Features of the course are the illustration of theoretical material with examples of performing empirical estimates using computer programs and the acquisition by course participants of computer skills in econometric packages.

Цель освоения дисциплины

At the end of the course the student must have the general (universal) competence abbreviated in Russian as ``OPK--2.FIK''. It means being able to apply advanced instrumental methods of economic and financial analysis in applied and/or fundamental research in the field of financial relations, including the use of intelligent information and analytical systems.
Studying the course also contributes to the development of ``PK--2'' (Russian abbreviation) competence. It means being able to present the results of the research to the scientific community in the form of a report (presentation) and an article.

Планируемые результаты обучения

accurately explain benefits and drawbacks of selected empirical model
acquisition of computer skills in econometric packages
gain experience conducting empirical estimates on actual data
illustration of theoretical material with examples of performing empirical estimates using computer programs

Содержание учебной дисциплины

Introduction
Inconsistency of the OLS estimator
The Instrumental Variables Estimator
Method of Moments

Элементы контроля

Activity
Activity

Промежуточная аттестация

2026/2027 2nd module
Final grade for the course = max { Activity, Exam } , (1) where max is the largest of the two numbers, Activity or Exam. Activity is the result of rounding to the nearest integer value of the normalised sum of points accumulated by a student. Normalisation is implemented using a normalising multiplier, which equates the maximum score in the list of students to 8.5.

Список литературы

Авторы

Аистов Андрей Валентинович

Программа дисциплины