Econometrics I

TOPICS

Introduction to econometrics

Ordinary Least Squares

Testing the significance of coefficients

Nonlinear models

Collinearity and normality

Heteroskedasticity

Serial correlation

Dynamic models

Stationarity and cointegration

Econometric forecast

Quantitative dependent variable models

Endogeneity

Instrumental variables

IV verification

MATERIALS

All materials are available here.

ADDITIONAL HOMEWORK ASSIGNMENT

To be disseminated.

DATASETS

All datasets are available here.

LITERATURE AND USEFUL LINKS

Wooldridge J.M., Introductory Econometrics: A modern approach, 5th edition. 2012.

Hill R.C., Griffiths W.E., Lim G.C., Principles of Econometrics, 5th edition, 2018 along with R examples.

Gruszczyński M., Kuszewski T., Podgórska M., (red.), Ekonometria i badania operacyjne, PWN, 2020.