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Бакалавриат 2019/2020

## Эконометрика II

Направление: 38.03.02. Менеджмент
Когда читается: 3-й курс, 1, 2 модуль
Формат изучения: без онлайн-курса
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

• Students master their skills in the linear regression analysis.
• Students learn how to estimate the model with the binary dependent variable.
• Students learn how to estimate FE and RE panel models
• Students learn how to estimate Diff-in-Diff model
• Students learn how to estimate simple time series models #### 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

• The Linear Regression Model: an Overview
This topic covers assumptions of the OLS estimator and reviews estimation methods that we use to estimate the multivariable regression model.
• Regression with a Binary Dependent Variable
In this part students learn how to estimate a regression model with the binary dependent variable.
• Multinomial choice models
In this topic we learn how to use multinomial choice model in the empirical research
• Ordered Choice Model
We discuss how to predict the ordinal dependent variable
• Regression with Panel Data: theory
We learn the basics of panel data analysis: FE and RE models. Basic tests.
• Regression with Panel Data: case
We discuss the real research using the panel data approach.
• Experiments and Quasi-Experiments
We learn the principles of imact evaluation and Difference-in-Differences method to evaluate the policy.
• Regression with a Binary Vairiable II #### Assessment Elements

• Home Assignments
• Exam (Lab work) #### Interim Assessment

• Interim assessment (2 module)
0.7 * Exam (Lab work) + 0.3 * Home Assignments #### 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