UEH PhD

This is the econometrics course at the graduate level for PhD candidate. The most basic issues of econometrics are covered in the module in a modern approach so that students can have a solid background about econometric methods. This module offers both theoretical and practical knowledge including multiple linear regression, ordinary least squares, heteroskedasticity, autocorrelation, generalized least squares, endogeneity, instrumental variables and two stage least squares. The course also deals with multicollinearity, regression with qualitative independent variables and non-linear regression models. The econometrics for PhD candidates also aim to equip the necessary skills to apply econometric models and methods in conducting empirical research. The softwares used to support for analysisng data are Eviews/Stata/R. After finishing the module, PhD candidates can deeply understand the advantages and disadvantages of each method and model, so they are able to choose the most suitable methods for their research, analyze and interpret the regression results. They can use these knowledges to review research papers that apply econometric methods.