Econometrics I

Objectives

The goal of this course is to provide an introduction to the application of statistical methods in econometrics.

Knowledge of calculus, linear algebra, probability and statistics are assumed. The course covers estimation and inference in linear models, including regression and instrumental variables. Nonlinear models (including GMM and MLE estimators) will be introduced. The last part of the course is devoted to introducing the students into the analysis of Time Series models. 


General characterization

Code

6306

Credits

8

Responsible teacher

TBA

Hours

Weekly - Available soon

Total - Available soon

Teaching language

English

Prerequisites

n/a 


Bibliography

TBA 


Teaching method

The course will consist of two one and a half hour lectures over twelve weeks. Exercises are provided each week and are discussed in the class. 



Evaluation method

The course grade will be based on a final exam. There will be problem sets which students should attempt to solve.

 

Subject matter

Introduction

The single-equation linear model. OLS estimation.

Instrumental variables estimation of single equation linear models

Additional single-equation topics

General approaches to nonlinear estimation

 Time series models 


Programs

Programs where the course is taught: