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Econometrics: Beginner to Expert


Instructor led best course for Econometrics students to learn statistical modeling. Get hands on experience in Linear regression, Panel data modeling, time series forecasting and so.

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4.7

Rating

30 Hrs

Duration

Beginner

Level

25

Assignments

What you'll learn

Who should take this course

Skills you'll gain

Course contents

  • Cross-sectional, time-series, panel
  • Assignments
  • Sampling types
  • Central tendency
  • Measure of spread and position
  • Skewness
  • Probability
  • Case study: KPI reports
  • Simple to advance data visualization techniques
  • Case study on data story telling
  • Sampling
  • Confidence Interval
  • Hypothesis testing
  • Comparison test
  • Correlation test
  • Case study: Does a Job-Training Program Increase Wages
  • Model specification & assumptions
  • Ordinary Least Squares (OLS) estimation
  • Goodness of fit (R², adjusted R²)
  • Hypothesis tests (t-test, F-test)
  • Prediction & interpretation of coefficients
  • Case study: Analyzing relationship between product sales and marketing cost
  • Extending to multiple regressors
  • Multicollinearity: detection & remedies
  • Dummy variables & interaction terms
  • Model specification errors (omitted variables, wrong functional form)
  • Case study: Impact of house size, location, amenities on price
  • Case study: Effect of alcohol on car crashes using local tax changes as instrument
  • Endogenous vs. Exogenous Variables
  • Structural vs. Reduced Form
  • Identification Problem
  • Estimation Methods
  • Test Validity of Instruments
  • Interpret Results & Check Residuals
  • Case study: Estimate supply & demand for a commodity
  • Stationarity & unit root tests (ADF, KPSS)
  • AR, MA, ARMA, ARIMA models
  • Cointegration & error correction models
  • Granger causality
  • Forecasting method
  • Case study: Stock market prediction
  • Why multivariate time series
  • Introduction to VAR models and its variants
  • Model Estimation
  • Diagnostics
  • Impulse Response & Forecast Error Variance Decomposition
  • Case study: Analyzing forex rate
  • Fixed effects vs random effects models
  • Difference-in-differences
  • Dynamic panel models (Arellano–Bond)
  • Applications in micro & macroeconomic
  • Case study: Impact of minimum wage hikes on restaurant employment
  • Basic overview and syntax
  • Data structure, Conditional statement and Loops
  • Libraries for performing statistical analysis
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