Queen Mary University of London
Econometrics for Economists and Finance Practitioners Specialization
Queen Mary University of London

Econometrics for Economists and Finance Practitioners Specialization

Successfully make informed economics decisions. Learn to effectively use modern econometric techniques and navigate the associated risks.

Taught in English

Some content may not be translated

Dr Leone Leonida

Instructor: Dr Leone Leonida

3,077 already enrolled

Included with Coursera Plus

Specialization - 4 course series

Get in-depth knowledge of a subject

3.2

(31 reviews)

Intermediate level

Recommended experience

3 months at 10 hours a week
Flexible schedule
Learn at your own pace

What you'll learn

  • The Ordinary Least Squares method

  • How to perform hypothesis testing

  • Management of issues raised by identification

  • How to estimate the various model with R

Details to know

Shareable certificate

Add to your LinkedIn profile

Specialization - 4 course series

Get in-depth knowledge of a subject

3.2

(31 reviews)

Intermediate level

Recommended experience

3 months at 10 hours a week
Flexible schedule
Learn at your own pace

See how employees at top companies are mastering in-demand skills

Placeholder

Advance your subject-matter expertise

  • Learn in-demand skills from university and industry experts
  • Master a subject or tool with hands-on projects
  • Develop a deep understanding of key concepts
  • Earn a career certificate from Queen Mary University of London
Placeholder
Placeholder

Earn a career certificate

Add this credential to your LinkedIn profile, resume, or CV

Share it on social media and in your performance review

Placeholder

Specialization - 4 course series

The Classical Linear Regression Model

Course 122 hours3.4 (16 ratings)

What you'll learn

  • The Ordinary Least Squares philosophy

  • Practical estimation of the OLS model

  • Use of the model for decision making

Skills you'll gain

Category: Management of the different types of data
Category: Management of data and estimation of linear models using R
Category: Derivation of OLS parameters
Category: Understating the link between economics and the empirical exercise
Category: Setting up of the necessary minimisation problem

What you'll learn

  • How to perform hypothesis testing

  • How to check that the estimated model is empirically adequate

  • How to use hypothesis testing for decision making

Skills you'll gain

Category: Calculate and perform the t-test
Category: Calculate and perform the various diagnostic test
Category: Calculate and perform the F-test
Category: Prove the concept of unbiasedness
Category: Prove the concept of of efficiency

What you'll learn

  • Management of issues raised by identification

  • How to select the appropriate model according to the type of data

  • Interpretation of the different models

Skills you'll gain

Category: Understand and manage models for time series
Category: Understand and manage models for volatility
Category: Understand questions raised by identification of parameters
Category: Understand and manage models for probability
Category: Understand and manage models for panel data

What you'll learn

  • How to estimate the various model with R

  • How to check that the models are statistically valid with R

  • How to use the various models for decision making

Skills you'll gain

Category: Estimation of model for time series with R
Category: Estimation of models for probability with R
Category: Estimation of models for panel data with R
Category: Estimation of models where endogeneity is present with R
Category: Estimation of models for volatility with R

Instructor

Dr Leone Leonida
Queen Mary University of London
4 Courses7,244 learners

Offered by

Why people choose Coursera for their career

Felipe M.
Learner since 2018
"To be able to take courses at my own pace and rhythm has been an amazing experience. I can learn whenever it fits my schedule and mood."
Jennifer J.
Learner since 2020
"I directly applied the concepts and skills I learned from my courses to an exciting new project at work."
Larry W.
Learner since 2021
"When I need courses on topics that my university doesn't offer, Coursera is one of the best places to go."
Chaitanya A.
"Learning isn't just about being better at your job: it's so much more than that. Coursera allows me to learn without limits."
Placeholder

Open new doors with Coursera Plus

Unlimited access to 7,000+ world-class courses, hands-on projects, and job-ready certificate programs - all included in your subscription

Advance your career with an online degree

Earn a degree from world-class universities - 100% online

Join over 3,400 global companies that choose Coursera for Business

Upskill your employees to excel in the digital economy

Frequently asked questions