Econometrics for Business Research IV(H)

The course focuses on the estimation, inference and identification of linear regression models. Particular attention is paid to the econometric theory, to the application of econometrics to real-world problems, and to the interpretation of the 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 typically include instrumental variable regressions and panel data. The course will include the use of STATA, a standard software for econometric and statistical analysis.