2013/2014 BA-HA_HU5A Econometrics
English Title | |
Econometrics |
Course information |
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Language | English |
Exam ECTS | 7.5 ECTS |
Type | Elective |
Level | Bachelor |
Duration | Summer |
Course period | Summer
Please check www.cbs.dk/summer for the course schedule. |
Time Table | Please see course schedule at e-Campus |
Study board |
Study Board for BSc in Economics and Business
Administration
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Course coordinator | |
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Main academic disciplines | |
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Last updated on 22-07-2013 |
Learning objectives | |||||||||||||||||||||
At the end of the course the student
should be able to:
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Course prerequisites | |||||||||||||||||||||
Basic calculus, probability theory and linear algebra (matrices). Basic computer literacy. | |||||||||||||||||||||
Prerequisites for registering for the exam | |||||||||||||||||||||
Compulsory assignments
(assessed approved/not approved)
Mandatory Mid-term Assignment: The Mid-term Assignment will be a statistical project that students would need to do using Stata. |
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Examination | |||||||||||||||||||||
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Course content and structure | |||||||||||||||||||||
Econometrics is a sub-discipline of
statistics that provides methods for inferring economic structure
from data. This course has two goals. The first goal is to give
students means to evaluate an econometric analysis critically and
logically. Second, students should be able to analyze a data set
methodically and comprehensively using the tools of econometrics.
Students will be introduced to to multiple regression methods for
analyzing data in economics and related disciplines.
Extensions will include regression with discrete random variables,
instrumental variables regression, analysis of random experiments
and quasi-experiments, and regression with time series data.
The course's development of personal competences: The course will develop personal competence in conducting statistical and econometric analysis. Course plan Module 1: Review of Statistics Module 2: Bivariate regression; Hypothesis Tests and CI Module 3: Linear Regression with Multiple Regressors Module 4: Nonlinear Regression models Module 5: Assessing Regression models Module 6: Regression with Panel Data Module 7: Binary Dependent Variable Module 8: Instrumental variable regressions Module 9: Instrumental variables (cont-ed). Time series Module 10: Time series (cont-ed) Module 11: Comprehensive review |
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Teaching methods | |||||||||||||||||||||
Chalk-and-blackboard lectures, PDF
slides, class discussion of different economic datasets and ways to
attack them.
Preliminary Assignment: To help students get maximum value from ISUP courses, instructors provide a reading or a small number of readings to be read before the start of classes with a related task or tasks in the first two classes in order to 'jump-start' the learning process. The Preliminary Assignment will be to make students to familiarize themselves with statistical software Stata (using the Stata 10 tutorial available at the book companion web-site http://wps.aw.com/aw_stock_ie_3/178/45691/11696965.cw/index.html). |
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Expected literature | |||||||||||||||||||||
Textbook: Stock and Watson (2010), 'Introduction to Econometrics', 3rd edition. Published by Addison-Wesley. ISBN: 9781408264331. I will cover Chapters from 3 to 15 excluding Chapter 13 (approximately 500 pages) |
Last updated on
22-07-2013