Econometrics: Methods and Applications

Econometrics: Methods and Applications

课程
en
英语
32 时
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来源
  • 来自www.coursera.org
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  • 8 序列
  • 等级 介绍

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课程详情

教学大纲

  • 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...

先决条件

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讲师

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

编辑

Erasmus University: a top-100 ranked international research university based in Rotterdam, the Netherlands. Our academic teaching and research focuses on four areas: health, wealth, culture and governance. Erasmus University Rotterdam: make it happen.

平台

Coursera是一家数字公司,提供由位于加利福尼亚州山景城的计算机教师Andrew Ng和达芙妮科勒斯坦福大学创建的大型开放式在线课程。

Coursera与顶尖大学和组织合作,在线提供一些课程,并提供许多科目的课程,包括:物理,工程,人文,医学,生物学,社会科学,数学,商业,计算机科学,数字营销,数据科学 和其他科目。

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