Econometrics 2

Aims of the course

The course introduces the student to basic econometric models used in applied economic analysis. A formal treatment of the models is complemented with empirical applications in exercise classes. At the end of the course the student is prepared to study econometrics at an advanced masters level.

Course syllabus

1. Classical regression model
2. Instrumental variables estimation
3. Robust estimation
4. Time-series models
5. Static Linear Panel Data Models with Fixed and Random Effects, Difference-in-difference estimation
6. Dynamic Linear Panel Data Models with Fixed Effects
7. Maximum Likelihood Estimation
8. Estimation of Count Data Models
9. Binary and Multinomial Choice Models
10. Estimation of models with Censored and Truncated Dependent Variables
11. Estimation of Treatment Effects

Course director(s)

  • Igor Masten, PhD, Full Professor

  • Academic Unit for Money and Finance (Regular Member)
  • Academic Unit for Mathematics, Statistics and Operations Research (Associate Member)
  • Office Hours
  • Tuesday at 14:00 in RZ-205
  • Skype: saso.polanec 
  • Office Hours
  • Monday at 9:15 in P-219
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