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Course Description
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Course Name
Econometrics II
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Host University
Vrije Universiteit Amsterdam
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Location
Amsterdam, The Netherlands
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Area of Study
Economics, Mathematics
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Language Level
Taught In English
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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.
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ECTS Credits
6 -
Recommended U.S. Semester Credits3
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Recommended U.S. Quarter Units4
Hours & Credits
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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 methodsTEACHING METHODS
LecturesTYPE OF ASSESSMENT
Intermediate exam – Individual assessment
Final exam – Individual assessment
Individual assignment - Individual assessmentRECOMMENDED BACKGROUND KNOWLEDGE
Econometrics I, Linear Algebra, Analysis II.
Course Disclaimer
Courses and course hours of instruction are subject to change.
Some courses may require additional fees.