Econometrics: Methods and Applications
Erasmus University Rotterdam
Coursera
list 8 sequences
assignment Level : Introductive
chat_bubble_outline Language : English
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Key information

credit_card Free access
verified_user Fee-based Certificate
timer 32 hours in total

About the content

Welcome! Do you wish to know how to analyze and solve business and economic questions with data analysis tools? Then Econometrics by Erasmus University Rotterdam is the right course for you, as you learn how to translate data into models to make forecasts and to support decision making. * What do I learn? When you know econometrics, you are able to translate data into models to make forecasts and to support decision making in a wide variety of fields, ranging from macroeconomics to finance and marketing. Our course starts with introductory lectures on simple and multiple regression, followed by topics of special interest to deal with model specification, endogenous variables, binary choice data, and time series data. You learn these key topics in econometrics by watching the videos with in-video quizzes and by making post-video training exercises. * Do I need prior knowledge? The course is suitable for (advanced undergraduate) students in economics, finance, business, engineering, and data analysis, as well as for those who work in these fields. The course requires some basics of matrices, probability, and statistics, which are reviewed in the Building Blocks module. * What literature can I consult to support my studies? You can follow the MOOC without studying additional sources. Further reading of the discussed topics (including the Building Blocks) is provided in the textbook that we wrote and on which the MOOC is based: Econometric Methods with Applications in Business and Economics, Oxford University Press. The connection between the MOOC modules and the book chapters is shown in the Course Guide – Further Information – How can I continue my studies. * Will there be teaching assistants active to guide me through the course? Staff and PhD students of our Econometric Institute will provide guidance in January and February of each year. In other periods, we provide only elementary guidance. We always advise you to connect with fellow learners of this course to discuss topics and exercises. * How will I get a certificate? To gain the certificate of this course, you are asked to make six Test Exercises (one per module) and a Case Project. Further, you perform peer-reviewing activities of the work of three of your fellow learners of this MOOC. You gain the certificate if you pass all seven assignments. Have a nice journey into the world of Econometrics! The Econometrics team

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Syllabus

  • Week 1 - Welcome Module
     
  • Week 1 - Simple Regression
    By studying this module and by doing the associated exercises, you will understand the motivation and interpretation of the simple regression model. You will be able to estimate the effect of one variable on another one and to perform statistical analysis, inc...
  • Week 2 - Multiple Regression
    By studying this module and by doing the associated exercises, you will understand the motivation and interpretation of multiple regression models and the properties of the least squares method. You will be able to construct and analyse regression models in te...
  • Week 3 - Model Specification
    By studying this module and by doing the associated exercises, you will understand the motivation and interpretation of alternative model specifications. You will be able to use selection criteria to choose the model variables and the functional form. You will...
  • Week 4 - Endogeneity
    By studying this module and by doing the associated exercises, you will understand the causes and consequences of endogeneity. You will gain intuition for instrumental variables and their use in the two-stage least squares method. You will be able to evaluate ...
  • Week 5 - Binary Choice
    By studying this module and by doing the associated exercises, you will understand the motivation and interpretation of logit models for binary choice data. You will understand the method of maximum likelihood to estimate the parameters of these models and you...
  • Week 6 - Time Series
    By studying this module and by doing the associated exercises, you will understand the motivation and interpretation of time series models. You will be able to choose the structure of the time series model, including trends, and you will be able to perform sta...
  • Week 7 - Case Project
    This Case Project is the final assignment of our MOOC. It is of an applied nature, and it asks you to answer practical questions by means of econometric methods. By doing the case, you will integrate various econometric methods and skills that were trained in ...
  • Week 8 - OPTIONAL: Building Blocks
    By studying this module, you get the required background on matrices, probability and statistics. Each topic is illustrated with simple examples, and you get hands-on training by doing the training exercise that concludes each lecture. Three lectures on matric...
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Intructors

Dick van Dijk
Prof. Dr.
Econometric Institute, Erasmus School of Economics

Myrthe van Dieijen
PhD candidate
Econometric Institute, Erasmus School of Economics

Christiaan Heij
Dr.
Econometric Institute, Erasmus School of Economics

Michel van der Wel
Dr.
Econometric Institute, Erasmus School of Economics

Philip Hans Franses
Prof. Dr.
Econometric Institute, Erasmus School of Economics

Richard Paap
Prof. Dr.
Econometric Institute, Erasmus School of Economics

Dennis Fok
Prof. Dr.
Econometric Institute, Erasmus School of Economics

Erik Kole
Dr.
Econometric Institute, Erasmus School of Economics

Francine Gresnigt
PhD candidate
Econometric Institute, Erasmus School of Economics

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