URL study guide
https://studiegids.vu.nl/en/courses/2024-2025/E_EOR2_TR2Course 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-normalityTeaching 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.Language of Tuition
- English
Study type
- Bachelor