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S3 Advanced Econometrics
katal »
S3 Advanced Econometrics

S3 Advanced Econometrics

Code: 70410 Credits: 10

Content

The course builds upon the introductory course in econometrics. The goal is to deepen the knowledge of the linear regression model and to get acquainted with the instrumental variables regression, models with a binary dependent variable and the basics of time series analysis.

Literature examinations

Teacher / Contact person

Jani Luoto

Literature:

  • Stock, J. H. & Watson, M. W.: Introduction to Econometrics (2nd ed.), parts 3, 4 and 5 (chapters 10-18).
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