Description: An introduction to the modern techniques of econometrics and their applications. Topics include: the classical linear regression model (specification, estimation, inference, and ...

Model building via linear regression models. Method of least squares, theory and practice. Checking for adequacy of a model, examination of residuals, checking outliers. Practical hand on experience ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

Giornale degli Economisti e Annali di Economia, Nuova Serie, Vol. 68 (Anno 122), No. 2, PAPERS FROM THE «THIRD ITALIAN CONGRESS OF ECONOMETRICS AND EMPIRICAL ECONOMICS» (Luglio 2009), pp. 149-173 (25 ...

This module will develop your core econometrics skills. The first half of the module provides a grounding in key econometric techniques covering elements such as the classical linear regression model, ...

In many contexts involving multivariate linear regression models, some or all of the independent (predictor) variables are measured with error. It is argued that if ...