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

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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.

Dr Leone Leonida

Instructor: Dr Leone Leonida

3,834 already enrolled

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3.3

(38 reviews)

Intermediate level

Recommended experience

3 months
at 10 hours a week
Flexible schedule
Learn at your own pace
Get in-depth knowledge of a subject
3.3

(38 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

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Taught in English

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Specialization - 4 course series

The Classical Linear Regression Model

Course 122 hours3.4 (20 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 Courses8,826 learners

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