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The
course contains theory of regression analysis for econometrics, and explains
applications of regression analysis to a variety of econometric problems.
Hypothesis testing and confidence intervals in multiple regression and
Diagnostic Checking. Stationary and nonstationary time series. Cointegration
and error correction models. Panel data regression models (Fixed and random
effects model). Dynamic econometric models: Autoregressive and
distributed-lag models. Stochastic regressors and the method of instrumental
variables. |