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Econometrics II - Period 4+5
Social Sciences & Humanities Program
Amsterdam, Netherlands
Dates: 1/31/20 - 5/30/20
Econometrics II - Period 4+5
OVERVIEW
CEA CAPA Partner Institution: Vrije Universiteit Amsterdam
Location: Amsterdam, Netherlands
Primary Subject Area: Economics
Instruction in: English
Course Code: E_EOR2_TR2
Transcript Source: Partner Institution
Course Details: Level 200
Recommended Semester Credits: 3
Contact Hours: 84
DESCRIPTION
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
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.
- 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
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.