Special Courses
Topics in Economics and Statistics
Lecturer: Dr. Peren Arin (Massey University, Auckland, New Zealand and Centre for Applied Macroeconomic Analysis, Canberra, Australia)
Date: Decemver 2010 (TU Dresden)
Venue: TU Dresden
Registration:
Course Description
This course is aimed to familiarise its participants with some commonly used empirical methods used in business-related subjects, particularly in economics and finance.
Outline
Day 1: 13.12.2010, 01:00-06:00pm, TU Dresden SCH B037
1. Introduction
Types of Data Used in Econometrics
Basic Statistical Methods
Basic Regression Analysis
Interpreting Regression Coefficients
Interpreting Regression Diagnostics
STATA applications
Co-lineraity
Heteroskedasticity
Binary Choice/ Discrete Dependent Variable Models: Logit and Probit Estimations
Endogeneity (Stochastic Regressors) and Two-Stage Least Squares
STATA applications
Dynamic Panel Models
Systems Equations
STATA Applications
Univariate Time-Series Analysis: ARMA models
Multivariate Time Series Analysis and VAR models: Contemporaneous Restrictions, Long-Run Restrictions and Structural VARs
E-Views and RATS applications.
For any comments or any other issues that concern the seminar please mail to k.p.arin@massey.ac.nz.
