Master econometric theory and applications through comprehensive lectures, problem sets, and exam preparation materials.
Comprehensive coverage of econometric methods, from time series analysis to advanced regression techniques.
Introduction to time series analysis, stationarity concepts, and autocorrelation functions.
Autoregressive integrated moving average models, Box-Jenkins methodology, and forecasting techniques.
Fixed effects, random effects models, and dynamic panel data estimation techniques.
Endogeneity problems, two-stage least squares, and identification strategies in econometrics.
Maximum likelihood estimation, GMM, and contemporary econometric methods.
Apply econometric theory through comprehensive problem sets designed to strengthen your analytical skills.
Practical applications of time series analysis, model identification, and forecasting exercises.
Advanced problems covering panel data estimation and instrumental variable techniques.
Essential review materials and past papers to ensure thorough preparation for your examination.
Comprehensive review covering key concepts, common pitfalls, and exam strategies from the professor.
Complete past examination paper with detailed solutions and marking scheme for practice.