Dynamic Econometric Models

Centre for Microdata Methods and Practice

Course

In London

£ 1,250 + VAT

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Description

  • Type

    Course

  • Location

    London

  • Duration

    2 Days

This course presents an introduction to econometric methods applied to the empirical analysis of dynamic economic processes. Suitable for: This course is suited for applied economists with an advanced undergraduate level background in econometrics; for the applied part of the course some basic familiarity with competition economics is useful, but not required.

Facilities

Location

Start date

London
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30 Gordon Street, WC1H OAX

Start date

On request

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Course programme

Next to classical applications in empirical macroeconomics and finance, the approaches surveyed in this course are also increasingly used in applied competition economics.

The course starts with a review of the generalized method of moments approach to estimation that encompasses almost all the models covered in the course. It then surveys the main econometric models for univariate and multivariate processes and various tools for diagnostic testing.

The theoretical exposition is accompanied by a sequence of computer practicals that implement the various econometric models and techniques in applications which relate to competition analysis in the US petroleum industry. Stata will be used.

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Dynamic Econometric Models

£ 1,250 + VAT

The best Mathematics courses

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