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Back to Econometrics

Learner Reviews & Feedback for Econometrics by HSE University

About the Course

The course builds essential skills necessary for economic, business or financial analysis. The purpose of the course is to give students solid and extended skills in both econometric tools and their application to contemporary economic problems. We will learn both theoretical foundations and practical aspects of the main econometric topics: ordinary least squares as a core approach of linear regression analysis, the choice of the model specification, dealing with main problems of econometric analysis such as multicollinearity, heteroscedasticity, autocorrelation and endogeneity. After the course, you will be able to perform your own economic data analysis based on the understanding of described econometrics tools. You will learn how to apply the indicated tools and methods to various topics of your research and how to prevent and overcome problems, which can arise in real data analysis....
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