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Econometrics: Methods and Applications
- Self-paced
- Free Access
- Fee-based Certificate
- 8 Sequences
- Introductive Level
Course details
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...
Prerequisite
Instructors
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
Editor
Platform
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