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Бакалавриат 2019/2020

Эконометрика II

Направление: 38.03.02. Менеджмент
Когда читается: 3-й курс, 1, 2 модуль
Формат изучения: Full time
Язык: английский
Кредиты: 4

Course Syllabus

Abstract

This course provides students with skills in basic econometrics analysis for management studies. In addition, the course covers the theoretical aspect of linear and discrete choice models. These models are the most popular ones in econometrics analysis for management studies, and they are frequently used for empirical term papers and bachelor theses. In sum, the course provides a balanced study of applied and theoretical aspects of econometrics, all of which are necessary for basic econometric analysis.
Learning Objectives

Learning Objectives

  • It covers applied issues, such as the development of the research question, finding proxy variables, and adjusting an appropriate econometrics model
Expected Learning Outcomes

Expected Learning Outcomes

  • Construct, test, and analyse econometric models, using variables and relationships commonly found in the studies of economic and management theory
  • Collect, organise, and analyse data, as well as interpret results from statistical analyses
  • Identify the desirable properties of estimators
  • Identify key classical assumptions in the field of econometrics, explain the significance of these assumptions, and describe the effects that violations of the classical assumptions can have
  • Interpret key statistics and diagnostics typically generated by software
Course Contents

Course Contents

  • Introduction: Doing an Empirical Project
  • Regression Analysis with Cross-Sectional Data
  • Regression Analysis with Time Series Data
  • Advanced Topics
Assessment Elements

Assessment Elements

  • non-blocking Test 1
  • non-blocking Test 2
  • non-blocking Test 3
  • blocking Lab work
Interim Assessment

Interim Assessment

  • Interim assessment (2 module)
    0.25 * Lab work + 0.25 * Test 1 + 0.25 * Test 2 + 0.25 * Test 3
Bibliography

Bibliography

Recommended Core Bibliography

  • Stock, J. H., & Watson, M. W. (2015). Introduction to Econometrics, Update, Global Edition (Vol. Updated third edition). Boston: Pearson Education. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1419285

Recommended Additional Bibliography

  • Seemon Thomas. (2014). Basic Statistics. [N.p.]: Alpha Science Internation Limited. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1663598
  • Wiśniewski, J. W. (2016). Microeconometrics in Business Management. Chichester, UK: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1071137