Applied econometrics

Descipline Applied econometrics
Faculty Faculty of Economics
Faculty URL
Language English
Degree Master
Credits 5
Semester 1
Description The primary objective is to provide students with a solid theoretical and practical foundation for the interpretation of empirical evidence in economics. As such there is a dual focus on econometric theory and “hands-on” experience working with economic data. Both static fixed- and random-effects models, as well as dynamic models, will be formulated and estimated. Lectures will combine theoretical discussion of the models with substantive empirical analysis of longitudinal data using Gretl, Eviews. Appropriate hypothesis testing is defined, not only on the significance of parameters, but equally on the validity of underlying assumptions, namely homoscedasticity, autocorrelation and endogeneity. The module aims at providing key guidelines on panel data handling and exploration. The concept underlying the module is designing a roadmap to carry out research that takes advantage of this data.
Teachers Oleg Komashko Associate Professor
Economic Cybernetics Department, Faculty of Economics,
Taras Shevchenko National University of Kyiv,
Vasylkivska str. 90a, Kyiv, 03022
Author: admin