Advanced Econometrics 1 (ECOM-R314)

August 12, 2019

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Method of completion: remote teaching

Schedule:

  • Courses page (you can view the information on this site without logging in or registering, but some of the content added by teachers to course pages may be available to course participants only, for example Moodle course enrolment key) and/or
  • Sisu page

 

Study material:

 

Enrollment:

  • In UH’s Sisu with your UH username
  • To be able to register for the course in Sisu, please note that
    • You must have a valid right to study at the course host university
    • You have created your primary personal study plan (HOPS) based on your study right
    • You have added the course for which you are registering to your HOPS
    • More information can be found on the webpage How to enroll in the courses?

 

Content:

This course introduces the basic methods used in the linear regression analysis of economic variables. The classical finite sample theory and asymptotic analysis of the linear regression model as well as the necessary methodological tools required for these topics are covered. Specifically, the topics covered in the course include

  • Classical finite sample theory in the linear regression model
  • The basics of asymptotic theory
  • Asymptotic theory in the linear regression model
  • Autocorrelation, heteroskedasticity and dynamic regressors
  • Specification tests
  • Omitted variables, instrumental variables and the two-stage least squares estimator (2SLS)