Courses NonDegree Display 2019-2020

Course Description To PDF
Course title Empirical Econometrics
Course code EBC2090
ECTS credits 6,5
Assessment Whole/Half Grades
Period
Period Start End Mon Tue Wed Thu Fri
2 28-10-2019 20-12-2019 X X
Level Intermediate
Coordinator Denis de Crombrugghe
For more information: d.decrombrugghe@maastrichtuniversity.nl
Language of instruction English
Goals
An insight into the proper use of econometric methods in economic and business research:
Learn how to use the basic toolkit of econometrics, including software (EViews, Stata);
Conduct a small-scale empirical research project, present it and report on it in a term paper;
Know how to interpret applied econometric studies and how to evaluate them with regard to their theoretical and practical relevance.
Description
Econometric methods at an intermediate level, with an emphasis on applications from macroeconomics and finance, the choice of an adequate model, the testing of assumptions and the interpretation of results. The topics covered will include modelling non-stationary time series and error correction models.
Literature
Wooldridge, J.M., Introductory Econometrics, a modern approach, 6th ed., Cengage Learning, 2016.
Prerequisites
This course requires a good background in algebra, statistics, regression models, and extensions such as dummy variables, interactions, and logarithmic transformations. Students are assumed to have already studied the equivalent of Chapters 1 to 7 and 10 of Wooldridge's textbook, as covered in the course EBC2011, the Economics version of Quantitative Methods III. Other students will need to invest some time and effort in catching up.
THIS COURSE IS THE NATURAL SEQUENCE TO QM III IES (course code EBC2011) AND USES THE SAME TEXTBOOK. IT IS NOT MEANT TO BE A FIRST COURSE IN ECONOMETRICS OR REGRESSION ANALYSIS.
Attendance of the opening lecture is essential in view of the assignment of case or country studies.
An advanced level of English.
Teaching methods PBL / Presentation / Lecture / Assignment / Groupwork / Research / Skills
Assessment methods Final Paper / Attendance / Participation / Oral Exam / Assignment
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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Bachelor Economics and Business Economics - International Business Economics Year 3 QE Elec(s) - Maj Marketing
Bachelor Economics and Business Economics - International Business Economics Year 3 QE Elec(s) - Maj Org
Bachelor Economics and Business Economics - International Business Economics Year 3 QE Elec(s) - Maj SCM
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