Handboksinformation

Kursbeskrivning

The primary purpose of this course is to provide master-level students with state of the art econometric methods for analyzing data in the social sciences. Examples include both cross-section and panel data estimation techniques. The statistical program the students will get acquainted with and use throughout the course is Stata.
The course consists of lectures that introduce the basic concepts and their applications to real economic problems and data. The lectures will be complemented by applications and practice in tutorial sessions. These daily tutorials and work with Stata will provide students with "hands on" experience in applying econometric methods to real data.
At the end of the course the students will know how to use Stata in reading and manipulating the data; testing hypothesis and performing both cross-section and panel data estimations.

Lärandemål

On successful completion participants will know how to:
- use Stata in reading and manipulating data
- test hypothesis and perform statistical techniques to explore the relationship among variables
- analyse data using advanced econometric methods
- interpret and present the results

Undervisningsspråk

English

Förkunskaper

This course is opened to all M.Sc. students that have previous knowledge of statistics or research methods.

Undervisningstimmar

26 h

Undervisningsformer

Teaching methods for this course will employ a combination of lectures and in-class student tutorials on how to use Stata, which also involves students' execution of an exercise/task using real world data. Lectures will constitute one half of each session, and will generally cover core concepts, theories and methods in applied econometrics. Tutorials will constitute the other half and are designed to provide students with the opportunity to apply and extend the concepts and theoretical knowledge using real world data. Tutorials will involve the "hands on software" examples delivered by the teacher, followed by student tutorial activities (execution of an exercise delivered by the teacher). These activities also involve students' discussion of methods used and of results obtained.

Litteratur

Damodar Gujarati, Econometrics by Example, Palgrave Macmillian, 2011

Bedömning och examination

Written examination and assignments.

Examinatorinfo

Associate professors Aleksandra Gregoric and Evis Sinani (Copenhagen Business School)