IIRF Online > Finance & Accounting > Economics > Econometrics > Econometrics: Methods and Applications
Econometrics: Methods and Applications by Coursera
Skills you will learn!
Curriculum
4 Topics
Welcome to our MOOC on Econometrics
About this course
Course Guide - Structure of the MOOC
Course Guide - Further information
17 Topics
Lecture 1.1 on Simple Regression: Motivation
Lecture 1.2 on Simple Regression: Representation
Lecture 1.3 on Simple Regression: Estimation
Lecture 1.4 on Simple Regression: Evaluation
Lecture 1.5 on Simple Regression: Application
Dataset Simple Regression
Training Exercise 1.1
Solution Training Exercise 1.1
Training Exercise 1.2
Solution Training Exercise 1.2
Training Exercise 1.3
Solution Training Exercise 1.3
Training Exercise 1.4
Solution Training Exercise 1.4
Training Exercise 1.5
Solution Training Exercise 1.5
Test Exercise 1
20 Topics
Lecture 2.1 on Multiple Regression: Motivation
Lecture 2.2 on Multiple Regression: Representation
Lecture 2.3 on Multiple Regression: Estimation
Lecture 2.4.1 on Multiple Regression: Evaluation - Statistical Properties
Lecture 2.4.2 on Multiple Regression: Evaluation - Statistical Tests
Lecture 2.5 on Multiple Regression: Application
Dataset Multiple Regression
Training Exercise 2.1
Solution Training Exercise 2.1
Training Exercise 2.2
Solution Training Exercise 2.2
Training Exercise 2.3
Solution Training Exercise 2.3
Training Exercise 2.4.1
Solution Training Exercise 2.4.1
Training Exercise 2.4.2
Solution Training Exercise 2.4.2
Training Exercise 2.5
Solution Training Exercise 2.5
Test Exercise 2
17 Topics
Lecture 3.1 on Model Specification: Motivation
Lecture 3.2 on Model Specification: Specification
Lecture 3.3 on Model Specification: Transformation
Lecture 3.4 on Model Specification: Evaluation
Lecture 3.5 on Model Specification: Application
Dataset Model Specification
Training Exercise 3.1
Solution Training Exercise 3.1
Training Exercise 3.2
Solution Training Exercise 3.2
Training Exercise 3.3
Solution Training Exercise 3.3
Training Exercise 3.4
Solution Training Exercise 3.4
Training Exercise 3.5
Solution Training Exercise 3.5
Test Exercise 3
17 Topics
Lecture 4.1 on Endogeneity: Motivation
Lecture 4.2 on Endogeneity: Consequences
Lecture 4.3 on Endogeneity: Estimation
Lecture 4.4 on Endogeneity: Testing
Lecture 4.5 on Endogeneity: Application
Dataset Endogeneity
Training Exercise 4.1
Solution Training Exercise 4.1
Training Exercise 4.2
Solution Training Exercise 4.2
Training Exercise 4.3
Solution Training Exercise 4.3
Training Exercise 4.4
Solution Training Exercise 4.4
Training Exercise 4.5
Solution Training Exercise 4.5
Test Exercise 4
18 Topics
Lecture 5.1 on Binary Choice: Motivation
Lecture 5.2 on Binary Choice: Representation
Lecture 5.3 on Binary Choice: Estimation
Lecture 5.4 on Binary Choice: Evaluation
Lecture 5.5 on Binary Choice: Application
Dataset Binary Choice
Training Exercise 5.1
Solution Training Exercise 5.1
Training Exercise 5.2
Solution Training Exercise 5.2
Training Exercise 5.3
Solution Training Exercise 5.3
Training Exercise 5.4
Solution Training Exercise 5.4
Dataset for Lecture 5.5 on Binary Choice: Application
Training Exercise 5.5
Solution Training Exercise 5.5
Test Exercise 5
17 Topics
Lecture 6.1 on Time Series: Motivation
Lecture 6.2 on Time Series: Representation
Lecture 6.3 on Time Series: Specification and Estimation
Lecture 6.4 on Time Series: Evaluation and Illustration
Lecture 6.5 on Time Series: Application
Dataset Time Series
Training Exercise 6.1
Solution Training Exercise 6.1
Training Exercise 6.2
Solution Training Exercise 6.2
Training Exercise 6.3
Solution Training Exercise 6.3
Training Exercise 6.4
Solution Training Exercise 6.4
Training Exercise 6.5
Solution Training Exercise 6.5
Test Exercise 6
24 Topics
Case Project
Lecture M.1: Introduction to Vectors and Matrices
Lecture M.2: Special Matrix Operations
Lecture M.3: Vectors and Differentiation
Lecture P.1: Random Variables
Lecture P.2: Probability Distributions
Lecture S.1: Parameter Estimation
Lecture S.2: Statistical Testing
Structure
Training Exercise M.1
Solution Training Exercise M.1
Training Exercise M.2
Solution Training Exercise M.2
Training Exercise M.3
Solution Training Exercise M.3
Training Exercise P.1
Solution Training Exercise P.1
Training Exercise P.2
Solution Training Exercise P.2
Dataset for Lecture S.1 on Parameter Estimation
Training Exercise S.1
Solution Training Exercise S.1
Training Exercise S.2
Solution Training Exercise S.2
Econometrics: Methods and Applications
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