The purpose of this course is to introduce you to the theory and practice of estimation and inference in single equation regression models in economics. The emphasis is on the analysis of economic data by means of statistical models. The statistical software Stata)will be used for handling data.
We will study selected topics from the book Introduction to Econometrics, Global Edition (fourth edition) written by J. Stock and M. Watson. These topics come from the following chapters
- Chapter 1: Economic questions and data
- Chapter 2 and 3: Review of probability and statistics
- Chapter 4 and 5: Regression with one regressor
- Chapter 6 and 7: Regression with multiple regressors
- Chapter 8: Nonlinear regression
- Chapter 10: Panel data
- Chapter 11: Binary dependent variables
- Chapter 12: Instrumental variables
- Chapter 13: Experiments and Quasi-experiments
Please consult ECTS card.