Описание:The goal of this course is to introduce the basics of econometric
theory, which is largely based on probability and statistics theory. Students will
learn introductory regression analysis starting from the ordinary least squares
(OLS) estimation method, and then move to generalized least squares (GLS)
estimation methods when classical linear regression assumptions are violated or
relaxed. Models with dummy variables, structural breaks, instrumental variables
(IV) methods and binary data models will also be discussed. The course wants
to provide the basic tools to test economic theory and models using empirical
data.