Professor:
Department:
Department of Economics
Program:
МА «Финансовая экономика»;
MA «Исследовательская экономика»
Semester:
1
Credits:
2
Course description
The main objectives of this course are to introduce students to basic econometrics techniques and to prepare them for their own applied work. It deals with applications of statistical methods to estimate economically meaningful relationships and testing various hypotheses about the data. In this course the students learn in details multiple regression analysis of cross section data (single-equation linear models and OLS Estimation, heteroscedasticity, GLS, system estimation by instrumental variables).
Topics
Literature
- Greene W. H., Econometric Analysis. Prentice Hall, 2011.
- Verbeek M. A Guide to Modern Econometrics, 3d ed. Wiley, 2008.
- Wooldridge J. M. Introductory Econometrics — Modern Approach. South-Western College Publishers, 2015.