Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Econometrics III
Course Number:
E_EOR3_TR3
Course Description:
Obtaining basic understanding of multivariate econometric methods including seemingly unrelated regressions, panel data methods, difference-in-differences, vector autoregressive models, impulse responses, cointegration, and vector error correction models. The theory, practice and empirical aspects are equally important.
Course Content
Econometrics III provides a thorough introduction to multivariate econometrics including panel data models and multivariate time series models. In particular, we will discuss fixed effects, random effects, one- and two-error component panel models, vector autoregressive models, impulse responses, cointegration, vector error correction models, including model properties, estimation, and implementation for real data.
Language:
English
Approved Equivalent:
ECON 3--
Attachment Files:
Studyguide (14)_8.pdf
