• About me

    Econo...

    The first part of the name econometrics derives directly from 'economics'. It provides the logic used to define the specific econometric models.

  • About what I study

    ...metrics

    Metrics refers to 'measurement', specifically here, the statistical measurement and evaluation of real world data.

ECO 201a

Econometric modeling

This course will provide an outline of the core methods and approaches used in econometrics.

Econometrics is a powerful tool. It is the area of economics in which the intricate theories used to describe the interactions between individuals, firms and economies, are tested and proved or disproved. The reliance on econometric testing of theories is fundamental to economic thinking, helping to ensure developed theories do, and continue to, accurately describe the real world.

Tbe ability to apply econometrics succesfully to real world probems will not only contribute to important policy and business decisions, but very likely improve you value as an employee.

News

Dataset here.

Assignment guide here.

By Mid-term

Topics

  • Introduction and the nature of econometrics
  • Simple regression
  • Multiple regression
  • Inference
  • OLS asymptotics
  • Further issues and binart variables
  • Heteroskedasticity
By Final

Topics

  • Simultaneous equations models
  • Limited dependent variable models
  • Time series analysis
  • Panel data
  • Carrying out an empirical project