Econometrics (Advanced Level)
- Providing a theoretical knowledge about state-of-the-art econometrical methods of data analysis.
- Forming practical skills of application of econometrical methods.
- Developing of skills of work with specialized statistical software.
- Students knows and uses advanced econometric methods.
- Students knows the theoretical base of econometrics and basic methods of analysis.
- Project 1
- Seminar activities 1
- Independent work 1
- Exam 1
- Seminar activities 2After each seminar session (in the second module) students prepare a report of performed tasks in a written form. Each written report is assessed on a 10-point scale with 10 points for correctly and accurately performed tasks. If not, the grade will be smaller proportional to the number of mistakes or omitted tasks. The overall grade for seminar activities calculated as an average grade of all reports.
- Self-study work 2 (DataCamp)
- Exam 2The exam is a test for 60 minutes on Smart LMS platform (edu.hse.ru). The exam covers topics only on Time Series Analysis (part 2 of the course)
- Test 3
- Independent work 3
- Exam 3Экзамен в 3 модуле проводится очно в письменной форме
- Seminar activities 3
- Independent work 2
- Project 2
- Project 3
- 2021/2022 1st module0.4 * Exam 1 + 0.1 * Independent work 1 + 0.25 * Project 1 + 0.25 * Seminar activities 1
- 2021/2022 2nd module0.4 * Independent work 2 + 0.5 * Project 2 + 0.1 * Seminar activities 2
- 2021/2022 3rd module0.3 * 2021/2022 3rd module + 0.3 * 2021/2022 3rd module + 0.201 * Exam 3 + 0.05 * Independent work 3 + 0.099 * Project 3 + 0.05 * Seminar activities 3
- Introductory econometrics : a modern approach [Lecture notes on econometrics 2], Wooldridge J.M., 2012
- Tsay, R. S. (2010). Analysis of Financial Time Series (Vol. 3rd ed). Hoboken, N.J.: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=334288
- Tsay, R. S. (2013). An Introduction to Analysis of Financial Data with R. Wiley.
- Microeconometrics using stata, Cameron A.C., Trivedi P.K., 2010