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International Admissions

Academic Supervisor

Tomtosov, Aleksandr

Manager

Belogurova, Ekaterina

Study Office

Address:
11 Pokrovsky Bulvar
Moscow, Russia, 109028

Phone number: (495) 772-95-90*27151

E-mail: eabelogurova@hse.ru

International Office
Valeriya Latypova

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Delivered at:: Department of Applied Economics

Course type:: Elective course

When:: 1 year, 1, 2 module

Instructors

Kotyrlo, Elena

Semerikova, Elena V.

Trifonov, Yuri

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Abstract

The course “Advanced Econometrics ” focuses on the estimation, inference and identification of regression models. Particular attention is paid to the econometric theory, to the application of econometrics to real-world problems, and to the interpretation of the estimation results. The course includes linear regressions, Gauss-Markov theorem, generalised least squares estimation, endogeneity, instrumental variables, maximum likelihood estimation, and a panel data introduction. The course will include the use of STATA and MS Excel. Use of R and other statistical analysis software is optional

Master’s Programme 'Strategic Corporate Finance'

Econometrics (Advanced Level I)

Instructors

Course Syllabus

Abstract