Econometrics Courses and Certifications

Mastering Econometrics

Learn to uncover causal relationships in complex data using econometrics' "Furious Five" methods. Apply these powerful tools to real-world questions and gain practical insights into economic and social phenomena.

• Marginal Revolution University
• On-Demand
• Free Online Course

Ox educ

Graduate Econometrics

Comprehensive graduate-level econometrics covering matrix formulation, estimators, causality, time series, panel models, and Bayesian methods. Develops advanced analytical skills for economic research and modeling.

• YouTube
• 7 hours
• On-Demand
• Free Video

Econometrics

Comprehensive econometrics course covering regression analysis, time series, heteroscedasticity, autocorrelation, and advanced estimation techniques. Includes practical exercises and exam preparation materials.

• YouTube
• 14 hours
• On-Demand
• Free Video

ECLR

Learn MATLAB basics, functions, data handling, and advanced techniques like GMM estimation. Explore EVIEWS for econometric analysis.

• YouTube
• 5 hours
• On-Demand
• Free Video

ECON61001

Comprehensive exploration of time series analysis, covering stationarity, forecasting, diagnostic testing, and advanced econometric techniques for robust inference and modeling.

• YouTube
• 11 hours
• On-Demand
• Free Video

Simons Institute

What Does It Take to Be a Good Fisherman?

Explore statistical challenges in learning from biased data, focusing on self-selection issues in various fields and discussing recent progress in econometric modeling and auction theory.

• YouTube
• 1 hour 7 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Dynamic Panel Data Models: System GMM, Difference GMM, and Windmeijer Solution - Part 20

Explore System GMM, Difference GMM, and One/Two Step GMM techniques. Learn Windmeijer's solution for dynamic panel data modeling.

• YouTube
• 49 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Dynamic Panel Data Model - Part XVIII: One-Step and Two-Step GMM Estimators

Explore one-step and two-step GMM estimators, comparing their differences and examining difference GMM and system GMM approaches for dynamic panel data analysis.

• YouTube
• 28 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Dynamic Panel Data Model: Lag Sensitivity and STATA Application - Part 16

Explore lag sensitivity in Dynamic Panel Data models and apply DPD techniques using STATA for advanced econometric analysis.

• YouTube
• 32 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Dynamic Panel Data Model - Part 14

Explore advanced concepts in dynamic panel data modeling, focusing on key techniques and applications for econometric analysis.

• YouTube
• 31 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Pooled Data and Panel Data Model Estimation - Part V

Explore panel data analysis techniques, including LSDV and Fixed Effects Models, for robust econometric estimation and inference.

• YouTube
• 30 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Dynamic Panel Data Model - Part IX

Explore empirical estimation of dynamic panels, including examples and STATA applications, to enhance your understanding of advanced econometric techniques.

• YouTube
• 36 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Dynamic Panel Data Model: Post-Estimation and Sample Bias - Part 11

Explore post-estimation techniques for Dynamic Panel Data models, including overidentification and sample bias analysis.

• YouTube
• 25 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Dynamic Panel Data Model - Part V: Anderson-Hsiao Estimator and Generalized Methods of Moment

Explore Anderson-Hsiao Estimator and Generalized Methods of Moment in dynamic panel data modeling.

• YouTube
• 31 minutes
• On-Demand
• Free Video

NPTEL-NOC IITM

Dynamic Panel Data Model - Part VII: Empirical Estimation and Examples

Explore empirical estimation and examples of dynamic panel data models, enhancing your understanding of advanced econometric techniques.

• YouTube
• 23 minutes
• On-Demand
• Free Video