15 February 2010

Miroslav Verbič is teaching a course in Econometrics at the Ph.D. programme in Economics of the School of Economics and Business, University of Sarajevo from 22 to 26 February 2010. The topics of the course are the following:

1. Linear regression model recapitulated: specification, least squares estimation
2. Linear regression model recapitulated: properties, hypothesis testing
3. Univariate time series: stationarity and integration, AR and MA processes, ADF test
4. Discrete choice models: maximum likelihood estimation, probit model, logit model
5. Panel data analysis: fixed effects, random effects, Hausman test

The course is taught in English and is composed of 15 hours of lectures and 15 hours of computer exercises using Stata/SE 11 econometric software. More about this in the section Courses.

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