course
EI077 | Spring | 6 ECTS

Advanced Econometrics

The first part of the course will be concerned with the econometrics of qualitative and discrete choice variables, extending upto the generalised linear model setting and appropriate estimation methods in this context. The second part of the course will be concerned with the econometrics of panel data, starting with the fundamental fixed effects and random effects specifications, and going on to random coefficient, dynamic, qualitative and simultaneous extensions.