This course is offered in Dutch. Some of the descriptions may therefore only be available in Dutch.
Course ObjectiveAcquainting the student with misspecifications in the linear regression
model and extensions of the linear regression model.
Course ContentTopics include:
- Instrumental variables and endogeneity
- Misspecification: non-linearity and dummy variables
- Regression models with time series data and serial correlation in the
- Strict and contemporaneous exogeneity
- Binary data: logit/probit models
- Multinomial data: ordered logit/probit model, multinomial logit model.
- Censored/truncated data: tobit models
Teaching Methods2 x 2 hours of classes per week.
Method of AssessmentIntermediate exam – Individual assessment
Final exam – Individual assessment
Individual assignment - Individual assessment
LiteratureWooldridge (2013), Introductory Econometrics, A Modern Approach, 5th
Recommended background knowledgeEconometrics I, Linear Algebra, Analysis II.
|Language of Tuition||Dutch|
|Faculty||School of Business and Economics|
|Course Coordinator||dr. L.F. Hoogerheide|
|Examiner||dr. L.F. Hoogerheide|
dr. L.F. Hoogerheide
You need to register for this course yourself
Last-minute registration is available for this course.
|Teaching Methods||Study Group, Lecture|
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