Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Econometrics II
Course Number:
E_EOR2_TR2
Course Description:
Course Objective
Acquainting the student with misspecifications in the linear regression model and extensions of the linear regression model.
Course Content
Topics include:
Heteroskedasticity
Instrumental variables and endogeneity
Misspecification: non-linearity and dummy variables
Regression models with time series data and serial correlation in the errors
Strict and contemporaneous exogeneity
Binary data: logit/probit models
Multinomial data: ordered logit/probit model, multinomial logit model.
Censored/truncated data: tobit models
Non-normality
Language:
English
Approved Equivalent:
ECON 345
Attachment Files:
Studyguide (6)_12.pdf
