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Please find all materials in JEM217 course
The objective of the course is to help students understand several important modern techniques in econometrics and apply them in empirical research and practical applications. Emphasis of the course will be placed on understanding the essentials underlying the core techniques, and developing the ability to relate the methods to important issues faced by a practicioner. By completing this course, students will be able to use a computer based statistical software to analyze the data, choose appropriate models and estimators for given economic application, understand and interpret the results in detail (diagnose problems, understand proper inference) and will be confident to carry out the analysis and conclusions with respect to appropriatness and limitation of the methodology used. Finally, students will have sufficient grounding in econometric theory to begin advanced work in the field. Poslední úprava: Baruník Jozef, doc. PhDr., Ph.D. (29.09.2021)
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Grading - in line with the Dean's decree 17/2018. Assignments: 0 - 15% Poslední úprava: Baruník Jozef, doc. PhDr., Ph.D. (14.09.2020)
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For the topics covered during the semester, we will use chapters mainly from the two textbooks:
Poslední úprava: Baruník Jozef, doc. PhDr., Ph.D. (14.09.2020)
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Assignments: 0 - 15% Poslední úprava: Baruník Jozef, doc. PhDr., Ph.D. (14.09.2020)
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1. Linear Regression
2-3. (2.1.) Introduction to Estimation Frameworks in econometrics
(2.2.) Quantile Regressions
(2.3.) Maximum Likelihood estimators
4. Generalized Method of Moments
5. Simulation-based estimation and inference
computer-intensive, simulation-based methods, bootstrap, maximum simulated likelihood estimation, moment-based simulation estimation
6. Endogeneity and Instrumental variables
7. MIDTERM 8. Generalized Least Squares, non - i.i.d. errors
Generalized regression models and heteroscedasticity (efficient estimation via (F)GLS), Seemingly unrelated regressions
9. Models for Panel Data I (static panel data methods) 10. Models for Panel Data II (Dynamic linear paneldata models)
11. Discrete Choice models
12. Extended Discrete Choice models
Poslední úprava: Baruník Jozef, doc. PhDr., Ph.D. (14.09.2020)
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There are no formal course requirements. However, knowledge up to the level of Statisics (JEB105) and Econometrics I (JEB109) courses is assumed and expected. Poslední úprava: Baruník Jozef, doc. PhDr., Ph.D. (14.09.2020)
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There are no formal course requirements. However, knowledge up to the level of Statisics (JEB105) and Econometrics I (JEB109) courses is assumed and expected. Poslední úprava: Baruník Jozef, doc. PhDr., Ph.D. (14.09.2020)
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