Econometrics Intensive Course

   2021. november 2. - 2021. november 5.

Date: 2nd, 3rd, 4th, 5th of November 2021, 10:00 a.m (2*90 min)

Location:  Budapest, Tóth Kálmán u. 4, 1097; K013-14 conference room

Max.: 20 person

Lecturer: Zoltán Bakucs

The basis of the course is the Wooldridge textbook:

https://www.cengage.uk/shop/isbn/9781337558860

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