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||English|
|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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