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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. Analytical Framework for Maximum Likelihood Estimation
2. Binary Choice Models
3. Multinomial Choice Models
4. Ordered Choice, Multivariate Choice, Choice-Based Sampling
5. Censored and Truncated Dependent Variables
6. Endogenous Selection (Incidental Truncation)
7. Panel Data and Linear Regression Models
8. Panel Data and Discrete and Limited Dependent Variables
9. Duration and Continuous Time Models

Course director(s)

  • Skype: saso.polanec 
  • Office Hours
  • Monday at 9:15 in P-219
  • 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
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