The aim of the course is to equip the students with an understanding of econometric techniques at a level expected among master students in economics, finance and related disciplines. Programming will be introduced and used as a natural part of data analysis, and simulation will be used to assess the finite sample behaviour of large sample techniques, and to assess robustness properties of statistical methods. Both theoretical and practical exercises will be given.
- Linear Regression
- Statistical inference
- Instrumental Variables Estimation and Two Stage Least Squares
- Panel Data Analysis
- Limited Dependent Variables
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