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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

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.


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

2. Regression with Crosssection data and related problems

Binary Choice/ Discrete Dependent Variable Models: Logit and Probit Estimations
Endogeneity (Stochastic Regressors) and Two-Stage Least Squares
STATA applications

Day 214.12.2010, 01:00–06:00pm, TU Dresden SCH B037 
3. Regression with Panel Data: Random Effects versus Fixed Effects

Dynamic Panel Models
Systems Equations
STATA Applications

4. Time Series Analysis

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.