本课程旨在帮助学生掌握计量经济学工具及其在当代经济问题中的应用。
我们将学习计量经济学核心的理论基础与实践应用：线性回归分析的核心方法--普通最小二乘法，模型规范的选择，处理计量经济学分析的主要问题，例如多重共线性、异方差、自相关和内生性。
课程结束后，你将能够基于所学的计量经济学工具进行数据分析。你也将掌握如何将所学的工具和方法应用于不同的研究主题，以及如何预防和克服在实际数据分析中可能出现的问题。
如您对本课程有任何意见和建议，欢迎联系[email protected]
The purpose of the course is to give students solid and extended skills in both econometric tools and their application to contemporary economic problems.
We will learn both theoretical foundations and practical aspects of the main econometric topics: ordinary least squares as a core approach of linear regression analysis, the choice of the model specification, dealing with main problems of econometric analysis such as multicollinearity, heteroscedasticity, autocorrelation, and endogeneity.
After the course, you will be able to perform your own economic data analysis based on the understanding of described econometrics tools. You will learn how to apply the indicated tools and methods to various topics of your research and how to prevent and overcome problems, which can arise in real data analysis.
Please feel free to contact us via [email protected].
