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 Estimation2. 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)
No description