Бакалавриат
2019/2020
Эконометрика II
Статус:
Курс обязательный (Международный бизнес и менеджмент/ Менеджмент)
Направление:
38.03.02. Менеджмент
Кто читает:
Департамент экономики
Когда читается:
3-й курс, 1, 2 модуль
Формат изучения:
Full time
Преподаватели:
Александрова Екатерина Александровна,
Заздравных Евгений Александрович,
Кислицын Дмитрий Викторович,
Павлова Екатерина Валерьевна,
Тараскина Елена Владимировна
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
- It covers applied issues, such as the development of the research question, finding proxy variables, and adjusting an appropriate econometrics model
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
- Introduction: Doing an Empirical Project
- Regression Analysis with Cross-Sectional Data
- Regression Analysis with Time Series Data
- Advanced Topics
Interim Assessment
- Interim assessment (2 module)0.25 * Lab work + 0.25 * Test 1 + 0.25 * Test 2 + 0.25 * Test 3
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