Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Introductory Econometrics for Business and Economics
Course Number:
E_MFAE_IEBE
Course Description:
First, a review is given of least squares estimation and testing in the simple linear cross-sectional regression model. We study the classical assumptions, and the consequences arising when these assumptions are not fulfilled. The linear model with multiple regressors is discussed using matrix notation. Furthermore, we cover maximum likelihood estimation, and models that are nonlinear in variables. Finally, an introduction to panel data analysis is given.
Throughout the course, the focus lies on developing an intuition for state-of-the-art econometric concepts. A balance is struck between theoretical derivations and empirical applications. Extensive use is made of the programming language Python, both for in-class illustration and for hands-on exercises. Students can develop and practice their programming skills using Jupyter Notebooks that provide instructions and feedback on the quality of the code.
Language:
English
Approved Equivalent:
ECON 245
Attachment Files:
Studyguide (6)_8.pdf
