Topics in Economics and Statistics – Statistical Analysis in Economics –
Lecturer: Dr. Peren Arin (Zayed University, Abu Dhabi, UAE and Centre for Applied Macroeconomic Analysis, Canberra, Australia)
Date: 15-18 July 2014
Venue: TU Dresden
Course requirements: written exam (2 hours) or research proposal (to be completed within a month). Further details will be provided during the course.
Registration: email@example.com (please include in your registration mail a short note on your level of experience in econometrics)
This course is aimed to familiarize its participants with some commonly used empirical methods used in business-related subjects, particularly in economics and finance and the statistics /econometric software like STATA and E-Views.
The level and content of the course will be adjusted to the state of knowledge of the participants.
Requirements for a certificate: Students can either choose to take the exam (recommended for more junior students), or to submit a research proposal 1 month later (recommended for more senior PhD students).
Day 1: Tuesday, July 15, 1pm-5pm, SCH B 250
Types of Data Used in Econometrics
Basic Statistical Methods
Basic Regression Analysis
Interpreting Regression Coefficients
Interpreting Regression Diagnostics
2. Regression with Crosssection data and related problems
Endogeneity (Stochastic Regressors) and Two-Stage Least Squares
Day 2: Wednesday, July 16, 1pm-5pm, SCH B 247
Binary Choice/ Discrete Dependent Variable Models: Logit and Probit Estimations
3. Regression with Panel Data: Random Effects versus Fixed Effects
Fixed Effects, Random Effects
Dynamic Panel Models
Day 3: Thursday, July 17, 1pm-5pm, SCH B 247
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
Modelling Volatility: ARCH and GARCH models
Day 4: Friday, July 18, 9.20am-10.50, SCH B 037
Written exam (details will be provided during the course)
For any comments or any other issues that concern the seminar please e-mail Kerim.firstname.lastname@example.org