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HU Credits:
3
Degree/Cycle:
2nd degree (Master)
Responsible Department:
Environmental Economics & Management
Semester:
2nd Semester
Teaching Languages:
English
Campus:
Rehovot
Course/Module Coordinator:
Prof. Ayal Kimhi
Coordinator Office Hours:
by appointment
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:
1. Linear regression
2. Maximum likelihood
3. Qualitative dependent variables
4. Limited dependent variables
5. Nonparametric estimation
6. Panel data
7. Simulation estimators
8. Simultaneous equations with limited dependent variables
9. Time series
10. Regression decomposition
11. Inequaiity decompositions
12. Policy evaluations
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.
Grading Scheme :
Essay / Project / Final Assignment / Referat 80 %
Submission assignments during the semester: Exercises / Essays / Audits / Reports / Forum / Simulation / others 20 %
Additional information:
None
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