Excerpt from course description

Econometrics with Programming

Introduction

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 behavior of large sample techniques, and to assess robustness properties of statistical methods. Both theoretical and practical exercises will be given.

Course content

  1. Review of probability and basic statistics.
  2. Multiple linear regression.
  3. Time series models.

Disclaimer

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