Courses NonDegree Display 2014-2015
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Course title | Empirical Econometrics | |||||||||||||||||||||||||||||||||||||||
Course code | EBC2090 | |||||||||||||||||||||||||||||||||||||||
ECTS credits | 6,5 | |||||||||||||||||||||||||||||||||||||||
Assessment | None | |||||||||||||||||||||||||||||||||||||||
Period |
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Level | Intermediate | |||||||||||||||||||||||||||||||||||||||
Coordinator |
Denis de Crombrugghe For more information: d.decrombrugghe@maastrichtuniversity.nl |
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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. |
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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 modeling non-stationary time series and error correction models.
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Literature |
Wooldridge, J.M., Introductory Econometrics, a modern approach, 5th ed., South Western, Cengage Learning, 2013.
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Prerequisites |
This course requires a good background in algebra, statistics, regression models, and extensions such as dummy variables and heteroskedasticity. Students are assumed to have already studied the equivalent of Chapters 1 to 7 of Wooldridge's textbook, as covered in the course EBC2011, the IES version of Quantitative Methods III.
THIS COURSE IS THE NATURAL SEQUENCE TO QM III (course code EBC2011) AND USES THE SAME TEXTBOOK. Attendance of the opening lecture is essential in view of the assignment of case or country studies. An advanced level of English. |
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Teaching methods (indicative; course manual is definitive) | PBL / Presentation / Lecture / Assignment / Groupwork | |||||||||||||||||||||||||||||||||||||||
Assessment methods (indicative; course manual is definitive) | Final Paper / Attendance / Participation / Oral Exam | |||||||||||||||||||||||||||||||||||||||
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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