Econometrics (Advanced Level I)

2022/2023

Academic Year

ENG

Instruction in English

6

ECTS credits

Delivered at:

Department of Applied Economics

Course type:

Elective course

When:

1 year, 1, 2 module

Instructors

Kotyrlo, Elena

Semerikova, Elena V.

Trifonov, Yuri

Course Syllabus

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