Applied Econometrics

2019-2020
Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.

Doel vak

After the course, students have an advanced understanding of the
econometric principles for cross-sectional and panel data sets (bridging
theory and practice - knowledge). They are able to critically evaluate
the quality of empirical research in economic applications (bridging
theory and practice - knowledge & broadening your horizon). They are
also capable of performing empirical research themselves (academic and
research skills, bridging theory and practice - application & broadening
your horizon). The latter implies that they able to make decisions about
the appropriate statistical model, can deal with real-life data, are
aware of the strength and weaknesses of the model and can estimate and
interpret its parameters.

Inhoud vak

The problem, for those concerned with economic policy, is that we seldom
have the luxury of being able to undertake randomized controlled
experiments of the type conducted by natural scientists. Instead, we
have to draw our inferences from the analysis of non-experimental data,
and that is the function of econometrics. This course presents an
advanced treatment of econometric principles for cross-sectional and
panel data sets. It makes students familiar with modern econometric
techniques, addressing both technical derivations and practical
applications. While concentrating on linear models, some non-linear
cases will also be discussed, notably limited dependent variable models
and generalized methods of moments. Theoretical knowledge is examined in
the final exam, while the implementation of the different methods is
requested in the empirical assignments. The software package Stata is
used in the empirical assignment.

Onderwijsvorm

Lectures: 2 lectures per week
Workshops: 1 workshop per week

Toetsvorm

The practical homework assignments count for 20% of the final grade, the
written exam for the other 80%. However, the assignments only count for
the final grade if (i) the grade for the assignments is higher than the
exam grade, and (ii) the exam grade exceeds 5.0. If any of these
conditions is not met, the final grade equals the exam grade.

Vereiste voorkennis

Introductory course in econometrics at Master level.

Algemene informatie

Vakcode E_EC_APTR
Studiepunten 3 EC
Periode P1
Vakniveau 400
Onderwijstaal Engels
Faculteit School of Business and Economics
Vakcoördinator dr. S. Dobbelaere
Examinator dr. S. Dobbelaere
Docenten

Praktische informatie

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