Course overview
This course deepens the critical thinking and mathematical reasoning in economics to cover the estimation, inference, and identification of linear regression models to apply to real-world problems, and estimation results. The first part of the course includes a review on statistics and an introduction to large sample theory. The second part of the course focuses on issues in linear regressions including model misspecification, measurement errors, and endogenous regressors. Topics include instrumental variable regressions and panel data. The course will use specialised software for econometric and statistical analysis.
- Review Of Statistics And Probability
- Linear Regression Estimators
- Nonlinear Regression Estimators
- Panel And Cross-Sectional Estimators
Course learning outcomes
- Explain econometric concepts and results intuitively
- Proficiently use specialised software for econometric and statistical analysis
- Conduct independent data analysis and inquiry using the tools of statistics and econometrics
- Interpret the results of the analysis and effectively communicate both findings and any identified shortcomings
Degree list
The following degrees include this course