Exercises in Advanced Econometrics at the Ph.D. programme

22 March 2011

Miroslav Verbič is conducting theoretical exercises for the course Advanced Econometrics at the Ph.D. programme in Economics and Business of the Faculty of Economics, University of Ljubljana from 4 April to 30 May 2011. The following topics are covered:

- Basic concepts: advanced matrix algebra, measure theory, projection
- Empirical regression: the algebra of least squares
- Linear regression model
- Distributions, the likelihood function and hypothesis tests
- Some concepts of asymptotic analysis
- Estimation and testing in generalized regression models
- Multivariate regression models

Theoretical exercises represent 30 per cent of the final grade of the course. More about this in the section Courses.