APPLIED ECONOMETRICS

(1) Introduction to econometrics and its role in the scientific character of economics; (2) The simple linear regression; (3) Interval estimation and hypothesis testing; (4) Multiple regression and OLS; (5) Regressor endogeneity and IV estimator; (6) GLS estimation; (7) Stationary and non-stationary time series; (8) Dynamic specification; (9) VAR and VECM; (10) Qualitative and Limited Dependent Variable Models; (11) econometirc models with financial data with high frequency. Applications - building and evaluating an econometric model: (a) Empirical exercises form the textbook and from the Instructor; (b) critical reading of econometric evidence provided in scientific articles; (c) individual construction and validation of an econometric model.