Brief Course Description
1. Course Title:
Applied Econometrics
2. Language of Instruction:
Tiếng Anh
3. Course Code:
ECO202
4. Credits:
4
5. Course Objectives:
Apply the basic elements of econometric modelling and forecasting.
Demonstrate how standard computer software may be used to analyse simple financial and economic problems with a statistical package.
Define business problems and analyse using appropriate quantitative techniques.
Demonstrate “hands-on” experience in constructing econometric models.
6. Brief Description of Course Content:
Applied Econometrics examines regression analysis and its use in business especially in economics, finance and accounting. Topics will include the properties of estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation. It also introduces other modelling techniques in finance and economics. Empirical assignments undertaken by the student form an integral part of the unit. The emphasis is on learning by doing in small group workshops.