Econometrics II

Vrije Universiteit Amsterdam

Course Description

  • Course Name

    Econometrics II

  • Host University

    Vrije Universiteit Amsterdam

  • Location

    Amsterdam, The Netherlands

  • Area of Study

    Economics, Mathematics

  • Language Level

    Taught In English

  • Course Level Recommendations

    Upper

    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • ECTS Credits

    6
  • Recommended U.S. Semester Credits
    3
  • Recommended U.S. Quarter Units
    4
  • Overview

    COURSE OBJECTIVE
    Acquainting the student with misspecifications in the linear regression model and extensions of the linear regression model.

    COURSE CONTENT
    Topics include:
    - Heteroskedasticity
    - Instrumental variables and endogeneity
    - Misspecification: non-linearity and dummy variables
    - Regression models with time series data and serial correlation in the errors
    - Strict and contemporaneous exogeneity
    - Binary data: logit/probit models - Multinomial data: ordered logit/probit model, multinomial logit model.
    - Censored/truncated data: tobit models
    - Non-normality
    - Bootstrap methods

    TEACHING METHODS
      Lectures

    TYPE OF ASSESSMENT
    Intermediate exam – Individual assessment
    Final exam – Individual assessment
    Individual assignment - Individual assessment

    RECOMMENDED BACKGROUND KNOWLEDGE
    Econometrics I, Linear Algebra, Analysis II.

Course Disclaimer

Courses and course hours of instruction are subject to change.

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