10 February 2024

Miroslav Verbič is teaching the course Econometrics 1 in the second semester of 2023/24. The course will run contemporarily at the undergraduate programme in Economics and Business of the University of Ljubljana, Faculty of Economics and at the undergraduate programme in Financial Mathematics of the University of Ljubljana, Faculty of Mathematics and Physics. The topics of the course are the following:

1. Introduction to econometrics
2. Multiple regression model
3. Hypothesis testing
4. Prediction with multiple regression model
5. Model specification and diagnostic testing
6. Relaxing the assumptions of the classical model
7. Dummy variable regression models

The course is taught in Slovenian and is composed of 45 hours of lectures and 30 hours of seminars using Stata and R/RStudio econometric software. More about this in the section Courses.


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