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Introductory Econometrics for Business and Economics - Period 1
Social Sciences & Humanities Program
Amsterdam, Netherlands
Dates: 8/20/22 - 12/24/22
Introductory Econometrics for Business and Economics - Period 1
OVERVIEW
CEA CAPA Partner Institution: Vrije Universiteit Amsterdam
Location: Amsterdam, Netherlands
Primary Subject Area: Economics
Instruction in: English
Course Code: E_EOR3_IEBE
Transcript Source: Partner Institution
Course Details: Level 300
Recommended Semester Credits: 3
Contact Hours: 84
Prerequisites: This course assumes familiarity with probabilistic concepts such as discrete and continuous random variables, conditional expectations, hypothesis testing and central limit theorems, with the basics of matrix calculus, and with the essentials of regression analysis. This material, excluding matrix calculus, corresponds more or less to chapters 1-5 in Stock & Watson, and students are recommended to refresh their memory prior to the first lecture.
DESCRIPTION
A review will be given of estimation and testing in the linear cross-sectional regression model. We will discuss the classical assumptions, and the consequences arising when these assumptions are not fulfilled. Throughout the course, the focus will lie on developing an intuition for state-of-the-art econometric concepts. A balance will be struck between theoretical derivations and empirical applications. The textbook used (see below) is particularly well-suited for this purpose, as it is targeted at an audience of advanced undergraduate students in economics and business studies. Extensive use will be made of the statistical software Stata, both for in-class illustration and for hands-on exercises.
Vrije Universiteit Amsterdam (VU Amsterdam) awards credits based on the ECTS system. Contact hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
Vrije Universiteit Amsterdam (VU Amsterdam) awards credits based on the ECTS system. Contact hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.