Ap­plied Eco­no­met­rics

Course content

Some of the main tools of econometrics that are standard when analyzing data from fields such as industrial organization, economics and finance at the graduate level are introduced. Emphasis will be on analysis of economic data by means of statistical models, i.e. regression models and time series models. Some relevant software will be used in handling data introduced for computer based exercises and illustrations. Integration with the other courses at the line will take place via the selection of material for illustrations and exercises.
Some of the topics covered are:
The simple and multiple regression models and their interpretation.
Basic time series models (ARIMA, distributed lag models, VAR), estimation, testing and forecasting.

More advanced topics (e.g. ARCH) only at the introductory level.