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Syllabus ECONOMETRICS B - 71990
עברית
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Last update 20-07-2017
HU Credits: 3

Degree/Cycle: 2nd degree (Master)

Responsible Department: environmental economics & management

Semester: 2nd Semester

Teaching Languages: Hebrew

Campus: Rehovot

Course/Module Coordinator: Prof. Ayal Kimhi

Coordinator Email: Ayal.kimhi@mail.huji.ac.il

Coordinator Office Hours: Sunday 14-16

Teaching Staff:
Prof Ayal Kimhi

Course/Module description:
During the course we will go through selected topics in econometric, with emphasize on understanding the models that are suitable for each topic and to have the capability to apply them in empiric work.

Course/Module aims:
Learning and experiencing in a variety of advance econometric amethods

Learning outcomes - On successful completion of this module, students should be able to:
To perform an independent empiric study at high level

Attendance requirements(%):
100

Teaching arrangement and method of instruction: Lecture+exercise

Course/Module Content:
Linear regression, repeat on the general model; mistakes in the model phrasing; the momentum approach, IV, the maximal visual approach, linear probability model, The Newton-Repson algorithm,

Required Reading:
none

Additional Reading Material:
General

Wooldridge, Jeffrey M., Introductory Econometrics, A Modern Approach, 2003, 2006, 2009 /330.182 WOO
Darnell, Adrian C., A dictionary of econometrics, 1994 /330.182.03-DAR
Baltagi, Badi H., Econometrics, 1999 /330.182-BAL
Greene, William H., Econometric analysis, 1993,1997,2003 /330.182-GRE
Handbook of econometrics
רגרסיה ליניארית ומשוואות סימולטניות
Pindyck, Robert S., Econometric models and economic forecasts, 1991 /338.544-PIN
Mukherjee, Chandan, Econometrics and data analysis for developing countries, 1998 /330.182-MUK
משתנים איכותיים ומוגבלים
Maddala, G.S., Limited-dependent and qualitative variables in econometrics, 1983
/330.182-MAD
Gaurieroux, Christian, The econometrics of qualitative dependent variables, 1996
/330.182-GOU
Lee, Myoung-jae, Methods of moments and semiparametric econometrics for limited dependent variable models, 1996 /330.182-LEE
נתוני פאנל
Laszlo, Matyas, and Sevestre, Patrick (eds.), The econometrics of panel data, 1996
/330.182-ECO
Baltagi, Badi H., Econometric analysis of panel data, 1995 /330.182-BAL
Wooldridge, Jeffrey M., Econometric analysis of cross section and panel data, 2002
/330 WOO
Lee, Myoung-jae, Panel data econometrics: Methods of moments and limited dependent variables, 2002 /330 LEE

STATA
001516671
Author Pevalin, David J.

Title The Stata survival manual [electronic resource] / Pevalin and Robson.

Course/Module evaluation:
End of year written/oral examination 80 %
Presentation 0 %
Participation in Tutorials 0 %
Project work 0 %
Assignments 20 %
Reports 0 %
Research project 0 %
Quizzes 0 %
Other 0 %

Additional information:
None
 
Students needing academic accommodations based on a disability should contact the Center for Diagnosis and Support of Students with Learning Disabilities, or the Office for Students with Disabilities, as early as possible, to discuss and coordinate accommodations, based on relevant documentation.
For further information, please visit the site of the Dean of Students Office.
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