Econometrics II


Course Objective

Acquainting the student with misspecifications in the linear regression
model and extensions of the linear regression model.

Course Content

Topics include:
- Heteroskedasticity
- 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
- Non-normality

Teaching Methods

2 x 2 hours of classes per week.

Method of Assessment

Intermediate exam – Individual assessment
Final exam – Individual assessment
Individual assignment - Individual assessment


Wooldridge (2013), Introductory Econometrics, A Modern Approach, 5th
international edition.

Recommended background knowledge

Econometrics I, Linear Algebra, Analysis II.

General Information

Course Code E_EOR2_TR2
Credits 6 EC
Period P4+5
Course Level 200
Language of Tuition English
Faculty School of Business and Economics
Course Coordinator dr. L.F. Hoogerheide
Examiner dr. L.F. Hoogerheide
Teaching Staff dr. L.F. Hoogerheide

Practical Information

You need to register for this course yourself

Last-minute registration is available for this course.

Teaching Methods Study Group, Lecture
Target audiences

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