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- Code:
- ECOM-R315/DPE-9315
- Field:
- Econometrics
- Targets:
- Research Master's students PhD students
- Organiser:
- University of Helsinki - Economics
- Instructor:
- Mika Meitz
- Period:
- Period 2
- Format:
- Lecture
- Method:
- Online teaching
- Remote:
- Zoom link can be found in Moodle
- Enrollment:
In case of conflicting information consider the Sisu/Course/Moodle pages the primary source of information.
Aalto and Hanken economics students can enroll in their home university’s SISU! Further instructions can be found on the How to enroll page, also for other students.
Before taking and completing the course make sure that the credits can be counted towards your degree at your home university by checking which courses are included in your curriculum or by contacting your home university’s student/learning services.
Please note that there is a different code for UH PhD students: DPE-9315
Content
This course moves beyond the standard linear regression model and conventional least squares estimation. Important econometric estimation principles, such as generalized method of moments and maximum likelihood estimation, are covered and the related statistical inference procedures discussed. Basic concepts of simulation-based methods are also introduced. Specifically, the topics covered in the course include
- Generalized method of moments estimation (basic concepts, asymptotic estimation theory, statistical inference)
- Maximum likelihood estimation (basic concepts, asymptotic estimation theory, statistical inference)
- Simulation methods (Monte Carlo simulations, Bootstrap)
Learning outcomes
After the course, the student should know the properties of the estimators introduced and be able to apply them and the related inferential procedures in empirical work. The course should also give a solid foundation for the study of more specialised microeconometric and time series methods.