Econometrics (Advanced Level)

2021/2022

Academic Year

ENG

Instruction in English

5

ECTS credits

Delivered at:

Практико-ориентированные магистерские программы факультета экономических наук

Course type:

Compulsory course

When:

1 year, 3, 4 module

Instructor

Semerikova, Elena V.

Course Syllabus

Abstract

The course focuses on the estimation and identification of regression models. The course aims to provide students with knowledge on the fundamentals of econometrics and its application, knowledge and proficiency on the use of statistical package STATA for econometric analysis, practice in conducting data analysis and application of econometric tools in research and analytics The course is a core course of the field of study of the online degree Master program. Particular attention is paid to the application of econometrics to real-world problems and to the interpretation of the estimation results in finance (corporate finance, valuation), reporting, accounting and disclosure.