Econometrics II
Course objective
Econometrics is the application of statistical methods to the study of economic data and problems. It is used by economists to measure economic phenomena, estimate economic relationships, test the validity of competing economic theories, forecast economic variables, and evaluate government and business policies. Similar methods are used in other social sciences, business, engineering, medicine, etc.
Econometrics II is the mandatory course in econometrics to obtain a master in Economics. This course is designed to give the students a firm understanding of the theoretical aspects behind the commonly used techniques of inference in Economics.
Slides
Econometric causality: a framework
Finite-sample properties of OLS
Large-sample properties of OLS
Past exams