Econometrics 2

Academic Program: 
Course Term: 
1st year
Term: 
Winter
Credits: 
5.0
ECTS credits: 
10.0
Status: 
Core
Course Description: 

Econometrics 2 provides the basic tools of applied econometric analysis. The course is based on regression analysis (covered in Econometrics 1), and gives a thorough introduction to the problem of endogeneity with possible treatments, time series regressions, linear panel models, and nonlinear probability and censored outcomes models.

Learning Outcomes: 

Successful completion of the course enables students to
- Understand how econometric methods are used to estimate causal relationships from observational data.
- Possess a critical understanding of identication and estimation problems in economics and other social sciences.
- Formulate simple research questions and carry out independent analyses in order to answer those. Argue for and against endogeneity of right-hand side variables.
- Prove consistency or nd asymptotic bias of estimators. Understand the logic of sampling variance and distribution of estimators.
- Understand the properties of specic time-series.

Assessment: 

Problem sets : 10%, term paper : 25%, final exam : 65%

Prerequisites: 

Econometrics 1.

File Attachments: