課程概述 |
In this course, we will cover concepts and methods that are widely used in contemporary econometrics. The single-equation and multiple-equation Generalized Method of Moments (GMM) are introduced. Moreover, basic time series models, panel data models and limited dependent variables models are covered. The focus of the course will be on both theoretical methods and empirical practices. The intention of this course is to provide a foundation for applied research in economics. Familiarity with probability, statistics and basic linear algebra is assumed. This course will be taught in English. |