Courses Master Display 2013-2014
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| Course title | Topics in Computational Econometrics | |||||||||||||||||||||||||||||||||||||||
| Course code | EBS4007 | |||||||||||||||||||||||||||||||||||||||
| ECTS credits | 4,0 | |||||||||||||||||||||||||||||||||||||||
| Assessment | None | |||||||||||||||||||||||||||||||||||||||
| Period |
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| Level | Advanced | |||||||||||||||||||||||||||||||||||||||
| Coordinator |
Jean-Pierre Urbain, Stephan Smeekes For more information: j.urbain@maastrichtuniversity.nl; s.smeekes@maastrichtuniversity.nl |
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| Language of instruction | English | |||||||||||||||||||||||||||||||||||||||
| Goals |
Students will work with an advanced statistical and matrix programming language in order to solve advanced problems in econometrics.
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| Description |
The students use a statistical and matrix programming language (Gauss or OX for example) software to implement computationally intensive econometric techniques. The focus wil be on programming and using advanced techniques not readily available in standard statstical or optimisation packages. These techniques may for example include simulation based methods (bootstrap, Monte Carlo, indirect inference.).
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| Literature |
A selection of (survey) articles on the specific econometric techniques used.
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| Prerequisites |
- Courses from periods 1 and 2 from the Master in Econometrics. Exchange students need to have a solid background in econometric methods or operations research. They need to have obtained a bachelor degree with a major in Econometrics/Quantitative Economics.
- Restricted to econometrics students or students from the MSc. Research master programs. |
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| Teaching methods (indicative; course manual is definitive) | Lecture / Assignment / Groupwork | |||||||||||||||||||||||||||||||||||||||
| Assessment methods (indicative; course manual is definitive) | Final Paper | |||||||||||||||||||||||||||||||||||||||
| Evaluation in previous academic year | For the complete evaluation of this course please click "here" | |||||||||||||||||||||||||||||||||||||||
| This course belongs to the following programmes / specialisations |
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