28 October 2011

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 28 November to 2 December 2011. 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. Model diagnostics and univariate time series: assumptions, stationarity and integration, 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 10 hours of computer exercises using Stata/SE 11 econometric software. More about this in the section Courses.

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