Advanced Econometrics 1 (5 cr)

In case of conflicting information consider the Sisu/Course/Moodle pages the primary source of information.

Aalto, Hanken and UH economics students can enroll through their home university’s SISU. Further instructions are available on the How to enroll? page, also for students from other universities.

If you would like to count the credits towards your degree, please check your curriculum or contact your supervisor or student services for guidance.

Course Sisu and Course page to be published in July

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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)

Learning outcomes

After the course, the student should

Know the main properties and limitations of the linear regression model
Be familiar with the basics of asymptotic analysis
Be able to employ the linear regression model and related inferential methods in empirical research

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Learning outcomes #

Content

Learning outcomes