Quantitative Research Methods III - Economics and Finance - Period 4

First of all, students get to know and learn about different data sources to summarise data in a number of descriptive statistics. Second, they learn how to work with univariate and multivariate linear regression models. We also pay attention to situations when the classical assumptions of the linear regression model do not hold: think about problems such as multicollinearity, omitted variable bias, heteroskedasticity and endogeneiy.
Third, you will learn to work with Probit and Logit models. (in case the outcome variable is binary) and you get to know the basics of time series and panel data models. Finally, students will apply the mentioned techniques on empirical data using Stata.

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.

Course includes lab component.