Intermediate Econometrics
Level:
Doctoral Course Status:
Mandatory Course Status:
Elective CEU code:
ECON 5105 - Intermediate Econometrics CEU credits:
4 ECTS credits:
8 Term:
2nd Academic year:
2009/2010 Academic year:
2010/2011 Academic year:
2011/2012 Semester:
Fall Host Unit:
Department of Economics Academic Program:
CEU Instructor(s):
Laszlo Matyas CEU Instructor(s):
Robert Lieli Additional information:
This course is mandatory for PhD students and doesn't bear any credits for them. But it is elective for MA students and is worth 4 credits for them.
Learning Outcomes:
i) understanding concepts of major econometric
techniques; ii) acquiring the basic technical skills required for econometric theory; iii)
familiarizing with a broad range of econometric tools, used in modern empirical work. Assessment :
i) For audit: Students should get at least 50% for the assignments; exam
is not required. ii) For grade: The nal mark will be composed of two components: two
assignments (10+20 %), and a final examination (70 %). Full description:
The course covers key concepts in econometrics and
intends to widen and deepen students' knowledge of econometric methods.
The rst few lectures introduce some important econometric estimators,
focusing on cross-sectional data. Coverage extends to prediction,
inference, and sample selection. The second part of the course is
devoted to time series data. Techniques for modeling stationary and
non-stationary time series are discussed.
Learning outcomes: (i) understanding basic econometric techniques;
(ii) the ability to critically evaluate and undertake empirical work in
economics; (iii) acquiring the basic skills for more advanced studies
econometric theory.
Assessment: (i) For grade: three assignments (10%, 15% and 15%,
respectively) and a nal exam (60%). (ii) For audit: students should
turn in each assignment and attain at least 50% on each; the final exam
is not required.
