Brief Course Description
1. Course Title:
(EN) Advanced Econometrics II
2. Language of Instruction:
English
3. Course Code:
MAT608002
4. Credits:
2
5. Course Objectives:
• Develop a strong understanding of advanced econometric theories and models
• Equip students with the ability to effectively implement advanced econometric models using statistical software tools like R and Stata.
• Encourage students to apply econometric methods to research problems in economics and finance.
• To enhance critical thinking and analytical problem-solving abilities.
• Prepare students for further academic research or professional roles that require high-level econometric analysis.
6. Brief Description of Course Content:
This course provides students with advanced knowledge in econometrics, both theoretically and practically. The advanced econometric concepts covered in this course include handling endogeneity, regression models with panel data, the Generalized Method of Moments (GMM), and dynamic panel data models. Students practice these models and methods using R/Stata software. After completing the course, students will be able to apply these econometric models to conduct research in economics and finance.