230337 :Econometrics 1 (CentER)

Algemeen

Voertaal Engels
Werkvorm: Lectures (3 hours per week) and tutorials / computer lab sessions
(2 hours per week)
(Collegerooster)
Tentamenvorm: Written final exam (80%) and regular graded homework assignments (20%). (Tentamenrooster)
Niveau:Master
Studielast:6 ECTS credits
Inschrijving:Blackboard
Blackboard informatieLink to Blackboard (Als u de melding 'Guest are not allowed in this course' krijgt, dient u nog bij Blackboard in te loggen)

Docent(en)


prof. dr. A.H.O. van Soest (Coordinator)

dr. B. Drepper

dr. T. Kantarci


Doel van de cursus (alleen in het Engels beschikbaar)

This course provides a rigorous introduction to econometric theory at the graduate level.


Inhoud van de cursus (alleen in het Engels beschikbaar)

  1. The linear regression model (Davidson MacKinnon Chapters 1-3)
  2. Hypothesis testing in linear regression model and confidence intervals (Davidson MacKinnon Chapters 4-5)
  3. Generalized Least Squares (Chapter 6)
  4. Instrumental variables estimation (Davidson MacKinnon Chapter 8)
  5. Generalized methods of moments (Davidson MacKinnon Chapter 9)
  6. The method of Maximum Likelihood (Davidson MacKinnon Chapter 10))


Bijzonderheden (alleen in het Engels beschikbaar)

Software:
Matlab and Stata

Before enrolling all non-CentER students should ask permission to the Director of Graduate Studies in Economics.Please send your request for permission to CentER Graduate School at center-gs@uvt.nl.


Verplichte literatuur

  1. to be announced.


Gewenste voorkennis

This course requires a solid background in quantitative methods (matrix algebra, probability theory, statistics, MATLAB.


Vereiste voorkennis

Quantitative Methods (CentER)


Verplicht voor


Mogelijk interessant voor

(25-aug-2017)