Courses Master Display 2022-2023
| Course Description | To PDF | |||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Course title | Topics in Computational Econometrics | |||||||||||||||||||||||||||||||||||||||
| Course code | EBS4007 | |||||||||||||||||||||||||||||||||||||||
| ECTS credits | 4,0 | |||||||||||||||||||||||||||||||||||||||
| Assessment | Pass / Fail | |||||||||||||||||||||||||||||||||||||||
| Period |
|
|||||||||||||||||||||||||||||||||||||||
| 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 |
PLEASE NOTE THAT THE INFORMATION ABOUT THE TEACHING AND ASSESSMENT METHOD(S) USED IN THIS COURSE IS WITH RESERVATION. A RE-EMERGENCE OF THE CORONAVIRUS AND NEW COUNTERMEASURES BY THE DUTCH GOVERNMENT MIGHT FORCE COORDINATORS TO CHANGE THE TEACHING AND ASSESSMENT METHODS USED. THE MOST UP-TO-DATE INFORMATION ABOUT THE TEACHING/ASSESSMENT METHOD(S) WILL BE AVAILABLE IN THE COURSE SYLLABUS.
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 |
|