Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Econometrics I
Course Number:
E_EOR2_TR1
Course Description:
This course covers the most important concepts, theory, methods and techniques related to the linear regression model and forms a basis for future econometrics courses. You will develop a thorough understanding of linear regression for cross-sectional data and study its use from both a theoretical and empirical point of view. We derive various estimators (ordinary least squares, weighted least squares and maximum likelihood) in the context of linear regression models and study their finite-sample and asymptotic properties. Moreover, you will learn how to assess model fit based on different measures and how to perform prediction and inference in the linear regression model. Period 1 mostly focuses on the simple linear regression model (i.e. only one explanatory variable). In Period 2, we exploit the strength of matrix algebra and study the multiple linear regression model.
Language:
English
Approved Equivalent:
Pending For Approval
Attachment Files:
Studyguide (19)_3.pdf
