65-008 Econometrics-3
second cycle Master degree study programme Economics and Finance
Course Supervisor: Assist. Prof. Borut Kodrič, Assoc. Prof. Arjana Brezigar Masten
Content
- Introduction and review of statistics
- Linear regression with multiple regressors
- Dummy variables
- Lagged variables
- Nonlinear regression functions
- Maximum likelihood estimator
- Regression with panel data
- Regression with a binary dependent variable
- Instrumental variable regression
- Simultaneous equations models
- Introduction to time series regression
- Cointegrated vector autoregressive models (VECM)
- Assessing studies and application of econometric techniques on real data
- Estimating quarterly econometric model of an
economy