Courses Master Display 2020-2021

Course Description To PDF
Course title Topics in Computational Econometrics
Course code EBS4007
ECTS credits 4,0
Assessment Pass / Fail
Period
Period Start End Mon Tue Wed Thu Fri
3 11-1-2021 22-1-2021 C
Level Advanced
Coordinator Stephan Smeekes
For more information: s.smeekes@maastrichtuniversity.nl
Language of instruction English
Goals
Students will work with an advanced statistical and matrix programming language in order to solve advanced problems in econometrics.
Description
The students use a statistical and matrix programming language (Gauss or R for example) software to implement computationally intensive econometric techniques. The focus will be on programming and using advanced techniques not readily available in standard statistical or optimisation packages. These techniques may for example include simulation based methods (bootstrap, Monte Carlo, indirect inference.).
Literature
A selection of (survey) articles on the specific econometric techniques used and manuals on the statistical software used (all will be distributed via the course website).
Prerequisites
- Courses from periods 1 and 2 from the Master in Econometrics.
- Restricted to econometrics students or students from the MSc. Research master programs.
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
Master Econometrics and Operations Research Elective Skill(s)
Master Economic and Financial Research - Econometrics Year 1 Compulsory Skill(s)
Master Economic and Financial Research - No specialisation Year 1 Elective Skill(s)