Course overview
This course deepens the critical thinking, mathematical reasoning, and analytical techniques of multiple linear regression and advanced topics in econometrics such as pooling cross sections across time, advanced panel data, instrumental variables, limited dependent variable models and sample selection correction, and advanced time series topics. The focus is on understanding the theory and methods involved, using specialised software, and on the application and interpretation of estimation results.
- Multiple Linear Regression Analysis
- Advanced Panel Data Methods and Limited Dependent Variable Models
- Advanced Time Series Analysis
Course learning outcomes
- Demonstrate advanced understanding of regression analysis
- Apply advanced econometric methods, including instrumental variables estimation, panel data methods, limited dependent variable models and times series analysis
- Use specialised statistical software proficiently to conduct econometric analysis
- Engage effectively in collaborative empirical projects aimed at addressing key issues in applied or theoretical econometrics.