Econometrics

  • Graduate School of Business |
  • English

Description

Econometrics

Program

DBA

Objectives

  • The aim of the course is to help students developing an applied knowledge of econometrics, so that they can deal with real-world economic data. The course will cover a range of topics from simple and multivariate regression methods, estimation and hypothesis testing, estimation problems, instrumental variables, limited dependent variable models and scratching some essential time series topics. By the end of session students will be able to read and understand most analyses performed by other econometricians. More importantly, they will be able to do their own empirical research.

Textbook

To be determined by the lecturer at the beginning of the course.

Course Content

content serial Description
11.Simple & Multiple Regression Analysis: Some Basic Ideas ( ch. 2, ch. 7) 2.Interval Estimation and Hypothesis Testing: Simple & Multiple Regression (ch. 5, 8)
23.Dummy Variable Regression Models (ch. 9) 4.Econometrics measurement problems when relaxing the assumptions of the classical model. (ch. 10, 11, 12)
35.Panel Data Regression Models (ch.16) 6.Dynamic Econometric Model: Autoregressive and Distributed-Lag Models. (ch.17)
47.Time series topics: Stationary, Unit Roots, Co integration. (ch.21)
58.Time series topics: Forecasting with ARIMA and VAR Models (ch. 22)
11.Simple & Multiple Regression Analysis: Some Basic Ideas ( ch. 2, ch. 7) 2.Interval Estimation and Hypothesis Testing: Simple & Multiple Regression (ch. 5, 8)
23.Dummy Variable Regression Models (ch. 9) 4.Econometrics measurement problems when relaxing the assumptions of the classical model. (ch. 10, 11, 12)
35.Panel Data Regression Models (ch.16) 6.Dynamic Econometric Model: Autoregressive and Distributed-Lag Models. (ch.17)
47.Time series topics: Stationary, Unit Roots, Co integration. (ch.21)
58.Time series topics: Forecasting with ARIMA and VAR Models (ch. 22)

Markets and Career

  • Generation, transmission, distribution and utilization of electrical power for public and private sectors to secure both continuous and emergency demands.
  • Electrical power feeding for civil and military marine and aviation utilities.
  • Electrical works in construction engineering.

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