Yekaterinburg, Russia

Advanced econometrics: theory and application

online course
when 20 July 2021 - 30 July 2021
language English
duration 2 weeks
credits 5 EC
fee EUR 300

The new programme is designed to cover the main up-to-date trends, tools and techniques in econometrics along with cases and analysis tasks to show how they can be implemented in research, real business and economics. The course is taught online at the Zoom platform


- Project Evolution & Cross-sectional data analysis: Difference in Difference, Propensity Score Matching, Quantile Regression, and Structural Equation Modelling

- Non-Linear Time-Series Analysis: Dynamic Connectedness-TVP-VAR, Asymmetric ARDL, Quantile ARDL-bootstrapping, Quantile-on-Quantile, Quantile Unit-root, Quantile Granger Causality.

- Panel data analysis: Panel ARDL, Dynamic Common Correlation, CS-ARDL, CS-DL, DCCE-GMM, GVAR

Course leader

Dr. Kazi Sohag, GSEM Senior Research Fellow, Adjunct Research Fellow of South Queensland University (Australia), University Technology MARA (Malaysia) and King Abdulaziz University (KAU) Associate Professor of Econometrics (GSEM)

Target group

Master and PhD students, experienced professionals, bachelor students of senior courses with basic econometrics background

Course aim

To get new knowledge and skills in the field of application of up-to-date econometric tools for data analysis

Fee info

EUR 300: General
EUR 200: For developing countries


No scholarships provided.