A221 BEEQ3013 KUMP A ECONOMETRICS

This course explores the student to the concept, method and application of econometrics in empirical-oriented research. The discussions include regression models with time series data, panel data and problem of endogeneity. For each model, emphasis is given to the issue of estimation, hypothesis testing, and interpretations. For the regression model with problem of endogeneity, discussions are divided into two sub-model: single equation and simultaneous equations. To provide the exposure in empirical data analysis, the statistical softwares such as SAS, Eviews or Gretl are used. To simplify the process of learning, this course is teached with the minimum use of mathematics (no use of matrix algebra).