Course overview
This course introduces the econometric techniques used to analyse data sets in economics, finance and commerce and leads to further study of applied economics. The focus is on understanding the methods involved, using statistical software to provide the results and then interpreting and commenting on these results. The course builds on basic statistics, inference and regression and introduces multiple regression analysis, which remains the most commonly used statistical technique in econometrics. The remainder of the course considers various practical aspects of linear regression models and may include dummy variables, different functional forms and the consequences of violation of the classical regression assumptions.
- Foundations Of Econometrics
- Ols Estimator
- Inference
- Model Specification
Course learning outcomes
- Demonstrate an in-depth knowledge of economic data structure and use appropriate visual tools to present data
- Estimate simple and multiple linear regressions with quantitative data
- Test and correct for heteroscedasticity
- Estimate linear regressions with qualitative data
- Interpret results from regressions
- Discuss and communicate methodology and results in a team
Degree list
The following degrees include this course