Course overview
This course deepens the critical thinking, mathematical reasoning, and analytical techniques of multiple linear regression and advanced topics in econometrics such as pooling cross sections across time, advanced panel data, instrumental variables, limited dependent variable models and sample selection correction, and advanced time series topics. The focus is on understanding the theory and methods involved, using specialised software, and on the application and interpretation of estimation results.
Course learning outcomes
- Demonstrate an in-depth knowledge of regression analysis
- Explain advanced econometric concepts including panel data methods, IV regressions, limited dependent variable models and advanced topics in times series
- Proficiently use specialised software for econometric and statistical analysis
- Conduct independent data analysis and inquiry using advanced econometric methods
- Interpret results and shortcomings of the analysis
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