» Econometrics
Host: www.istfin.eco.unisi.ch
Conditional Moment Restrictions" Journal
of Econometrics 34 305-334. ... cesses"
Chapter 45 in Handbook of Econometrics
Volume IV R. Engle and ...
Home » Economic » Econometrics
ECONOMETRICS FOR THE PRACTITIONER
Source: scarlacc.up.ac.za
Topic: Econometrics
Sort Desciption: No formal statistical or econometric qualifications are required to take this course. ... Using Econometrics: A Practical Guide (International Edition). ...
Content Inside: Certificate in ECONOMETRICS FOR THE PRACTITIONER Presented by the Department of Economics University of Pretoria 28 May 1 June 2007 or 29 October 2 November 2007 COURSE DESCRIPTION This course is of an applied nature and focuses on hands-on experience in estimation interpretation and evaluation of economic relationships. The course is presented in two parallel sections that run simultaneously: theory and empirical applications. The aim is to reconcile economic theory with practice thereby empowering students with analytical skills and a hands-on approach to decision-making processes. The course begins with a basic introduction to the concepts of regression ordinary least squares estimation the classical linear regression model and statistical inference. Thereafter attention is given to the violations of the classical linear regression model that are often encountered in applied econometric work. These include misspecification multicollinearity serial correlation and heteroscedasticity. Not only are the consequences of these violations dealt with but practical ways of detecting (diagnostic testing) and solving these problems are demonstrated. Various applications of regression analysis such as forecasting and policy simulation are discussed and applied. The course also includes the discussion of the practical implications of employing non-stationary data in estimation the detection of unit roots in the underlying data-generating processes and concepts of cointegration and error-correction modelling. LEARNING OUTCOMES After completion of this course candidates should be able to apply regression analysis use dummy variables deal with structural breaks and deal with violations of the basic assumptions of regression analysis. They should also be able to apply techniques of cointegration and error correction modelling in the case where time-series data contain unit roots. WHO SHOULD ENROL? No formal statistical or econometric qualifications are required to ...
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