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Course Syllabus

Master 2021/2022

Microeconomics and Panel Data

Type: Elective course (Management and Analytics for Business)
Area of studies: Management
Delivered by: Department of Management
Where: St.Petersburg School of Economics and Management
When: 2 year, 3 module
Mode of studies: offline
Open to: students of one campus
Instructors: Alexander Muravyev
Master’s programme: Management and Analytics for Business
Language: English
ECTS credits: 3
Contact hours: 24

Course Syllabus

Full Syllabus

Abstract

Econometrics is a powerful tool for verifying theories in economics and management. We use econometrics to evaluate outcomes of policy decisions, to find causal relationships between two events, to examine theories in economics or management. This course provides PhD students with skills in econometrics of cross-sectional and principles panel data analysis. It is applied for the course and we cover applications of the most important econometric models for economic or management studies. PhD students have to learn the limitations of the most widely used methods and should be able to apply them for research exercises.
Learning Objectives

Learning Objectives

  • Be able to select the most appropriate econometrics estimator taken into account problems in the dataset, research question, and available variables
  • Be able to estimate and adjust the econometric model taken into account problems in the dataset, research question, and available variables
  • Be able to develop an econometric strategy for the defined research
  • Be able to prepare econometric reports for the research journals
Expected Learning Outcomes

Expected Learning Outcomes

  • be able to conduct research activity in an educational institutions and management of students' research activity
  • be able to set purposes and tasks of a research project on fundamental and applied research
  • be able to solve research problems using the updated national and international experience and modern ICT
  • be able for using critical thinking and evaluation of recent studies in major and multidisciplinary fields
  • be able to use modern methods and technologies for communications in academia
Course Contents

Course Contents

  • Essential Probability and Statistics for Econometrics
  • Core Methods
  • Models for Panel Data
  • Models for Cross-Sectional Data
Assessment Elements

Assessment Elements

  • non-blocking Exercise 1
  • non-blocking Exercise 2
  • non-blocking Paper replication
Interim Assessment

Interim Assessment

  • 2021/2022 3rd module
    0.3 * Exercise 2 + 0.2 * Exercise 1 + 0.5 * Paper replication
Bibliography

Bibliography

Recommended Core Bibliography

  • Cameron, A. C., & Trivedi, P. K. (2005). Microeconometrics : Methods and Applications. New York, NY: Cambridge University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=138992
  • 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

  • Rohatgi, V. K., & Saleh, A. K. M. E. (2015). An Introduction to Probability and Statistics (Vol. 3rd edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1050364
  • 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