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Introduction

The course teaches basic econometrics at a level expected among master students in economics, finance and related disciplines. The course also gives an introduction to programming in the context of data analysis. The programming is also applied to simulation techniques that we use to assess the properties of the econometric methods.

Course content

1. Linear Regression
2. Statistical inference
3. Instrumental Variables Estimation and Two Stage Least Squares
4. Panel Data Analysis
5. Limited Dependent Variables