URL study guide

https://studiegids.vu.nl/en/courses/2024-2025/E_EOR2_TR2

Course Objective

Acquainting the student with misspecifications in the linear regression model and extensions of the linear regression model.

Course Content

Topics include:HeteroskedasticityInstrumental variables and endogeneityMisspecification: non-linearity and dummy variablesRegression models with time series data and serial correlation in the errorsStrict and contemporaneous exogeneityBinary data: logit/probit modelsMultinomial data: ordered logit/probit model, multinomial logit model.Censored/truncated data: tobit modelsNon-normality

Teaching Methods

2 x 2 hours of classes per week.

Method of Assessment

Intermediate exam – Individual assessment Final exam – Individual assessment Group assignment
- Group assessment

Literature

Wooldridge (2013), Introductory Econometrics, A Modern Approach, 5th international edition.

Recommended background knowledge

Econometrics I, Linear Algebra, Analysis II.
Course period1/09/2431/08/25
Course level6.00 EC

Language of Tuition

  • English

Study type

  • Bachelor