ECON 3013 - Topics in Applied Econometrics III

The aim of this course is to teach students various aspects of estimation and inference for linear regression models. Particular attention is paid to the econometric theory, to the application of econometrics to real-world problems, and to the interpretation of the estimation results. Standard econometric packages are used for computer exercises. Topics include probability theory and statistics for economist (probability space, random variables, probability distributions, populations, parameters, random sampling, finite sample and asymptotic properties of estimators, interval estimation, and hypothesis testing), simple and multiple linear regression models for cross-sectional data (estimation, inference, OLS asymptotics), and multiple regression models with qualitative variables information (binary variables).