Advanced Econometrics 1 (ECOM-R314)

August 12, 2019

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Method of completion: remote teaching


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Study material:



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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)