Econometrics Intensive Course

The basis of the course is the Wooldridge textbook:

Datafiles (in Stata format) and presentation slides will be provided. Stata will be used throughout the course. Applicants should have access to the software via their laptops.

Topics covered include:

  •  Multiple Regression Analysis (Estimation, Inference, Functional Forms)
  • Multiple Regression Analysis with Qualitative Information (Dummy variables)
  • Heteroscedasticity
  • Model Specification and Data Issues
  • Simple Panel Data Methods
  • Advanced Panel Data Methods
  • Instrumental Variables Estimation and Two Stage Least Squares
  • Simultaneous Equation Models
  • Limited Dependent Variable Models and Sample Selection Corrections

Lecturer: Zoltán Bakucs