UEH PhD

The specialized econometrics course will cover several key models as well as identification and estimation methods used in modern econometrics. This course also provides advanced knowledge and fosters the skills in applying to real projects and empirical projects. These advanced topics include regression with panel data; autocorrelation, heteroskedasticity and endogeneity on panel data; dynamic panel data and spatial regression. You will learn the modern ways of setting up problems and doing better estimation and inference than the basis empirical practice. The course also guides the use of software to support calculations such as Eviews/Stata/R. After finishing the module, the student understands the advantages and disadvantages of the model. These knowledges are crucial in order to read and write research papers in quantitative research. More generally, the ability to understand the assumptions behind econometric methods and to interpret both statistical estimation and test results is very important for work in economics, policy, and other social science. PhD candidates will get a lot of hands-on experience with using the methods on real data sets