Netherlands, Utrecht

Introductory Econometrics

when 20 August 2012 - 30 August 2012
duration 2 weeks
fee EUR 1035

Regression analysis is an essential part of the toolkit of empirical economists. The aim of this intensive course is to provide an introduction to the linear regression model. The course is in particular useful for students who lack sufficient basic knowledge of statistic and/or regression analyses.

More specifically, this course focuses on the following topics: discrete and continuous probability distributions joint, marginal and conditional distributions (conditional) expectation, variance, covariance, correlation, basic principles of statistics, estimation of population parameters, properties of estimators, unbiasedness, consistency and efficiency), inference (hypothesis testing). For the multivariate regression model, it will consider interpretation of the model, ordinary least squares, perfect multicollinearity, omitted variables, dummy variables, heteroskedasticity, dynamic regression models, and autocorrelation.

During the course students get an introduction to the statistical software STATA for empirical analyses. They will make use of this software package to analyze empirically economic relationships. Participants will be learned to interpret econometric regression output.

Course leader

prof. dr. W.H.J. Hassink

Target group

In the recent years, many Dutch and non-Dutch participants from various countries have followed this summer course. There are two target groups:

a) Students who did not graduate from USE, wishing to enroll in one of the three academic Master’s degree programmes International Economics and Business; Economics of Public Policy and Management, and Economics of Competition and Regulation who lack sufficient knowledge of econometrics. In all of the USE Master programmes, a certain level of prior knowledge is required at the level of the USE Bachelor course Statistics (see website for more information).

b) Researchers or PhD-students who need a refresher course of statistics and econometrics.

Course aim

The aim of this intensive course is to provide an introduction to the linear regression model. The course is in particular useful for students who lack sufficient basic knowledge of statistic and/or regression analyses.

Credits info

Certificate of Attendance

Fee info

EUR 1035: Course + housing
EUR 700: Course

Scholarships

Utrecht Summer School doesn't offer scholarships for this course.

Register for this course
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