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| code: | A2601 | studiebelasting: | 3 sp | periode: | sem. 1 | ||
|---|---|---|---|---|---|---|---|
| naam: | Introduction to quantitative research | ||||||
| internet: | homepage, rooster | ||||||
| opleiding/fase: | econ/d23/profiel | ||||||
| voertaal: | English | ||||||
| docent(en): | dr. P.M.C. de Boer | ||||||
| contactpersoon: | dr. P.M.C. de Boer | ||||||
| secretariaat: | E&B | ||||||
| aanmelding: | - | ||||||
| toelatingseisen: | no optional course for students in the 'opleiding Econometrie' | ||||||
| aanbevolen: | - | ||||||
| onderwijsvorm: | 10 lectures and 5 sessions in computer lab, 2 hours per week | ||||||
| tentamenvorm: | 5 homework sets as prerequisite to a written exam | ||||||
| tentamenperiode: | december/januari | ||||||
| tentameneisen: | - | ||||||
| tentamenstof: | Chapters 1-7 and 10 (see fore book at required literature), and additional topics discussed during the lectures | ||||||
The course is intended to give a practical understanding of basic econometric techniques to enable the student to perform his (her) own analysis of economic data, using the software package EViews. The technique of regression is discussed, as well as various extensions that might be needed in economic applications, such as heteroskedasticity, serial correlation, endogeneity, non-linearities, and the technique of maximum likelihood. The emphasis is on the interpretation of models, the outcomes of estimation, and on testing.
R.S. Pindyck & D.L. Rubinfeld, Econometric Models and Economic Forecasts, 4th edition, Irwin-McGraw-Hill, 1998
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