MAN-BPRA203PM
Econometrics (pre-master)
Cursus informatieRooster
CursusMAN-BPRA203PM
Studiepunten (ECTS)6
Categorie-
VoertaalEngels
Aangeboden doorRadboud Universiteit; Faculteit der Managementwetenschappen; Bachelor Economie en Bedrijfseconomie;
Docenten
Coördinator
drs. L.J.P. Buijs
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Examinator
drs. L.J.P. Buijs
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Contactpersoon van de cursus
drs. L.J.P. Buijs
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Docent
drs. L.J.P. Buijs
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Docent
dr. A. de Vaal
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Collegejaar2022
Periode
2  (07-11-2022 t/m 29-01-2023)
Aanvangsblok
2
Onderwijsvorm
voltijd
OpmerkingWerkgroepinschrijving verloopt via Brightspace
Inschrijven via OSIRISJa
Inschrijven voor bijvakkersJa
VoorinschrijvingNee
WachtlijstNee
Plaatsingsprocedure-
Cursusdoelen

To teach students a variety of techniques: regression analysis with cross sectional data, regression analysis with time series data, analysis of panel data and unit roots & cointegration. Students must understand these concepts, analyse and interpret computer results and must be able to work with the programme R (including R-studio) to attain these results. Students have to write reports on their findings. Mathematical concepts, primarily differentiation, will be reviewed as well (these concepts are needed to determine whether a linear function or a quadratic or other function makes more sense).

Inhoud
Mr. Buijs will give a mathematics rehearsal the first week of the course. In two lectures, the knowledge of mathematics economics students need in their study is refreshed and tested.
In Week 2, Mr. Schilpzand provides a refresher of the Ordinary Least Squares (OLS) method, which is focused on the application of OLS to cross-sectional data (collected at one moment in time). In the computer instruction session, the students learn to work with R syntax files. They have to apply this knowledge in a cross-national analysis.
In Week 3, Mr. Schilpzand explains dummy variables in an OLS regression and the application of interaction analysis. During the computer instruction sessions, the students work on an assignment in which these techniques are applied.
In the Week 4 and 5 of the course, Mr. Buijs will discuss regression models for time series analysis, based on data from several moments in time. During the computer instruction sessions, a time series assignment will be made.
In Week 6, Mr. Buijs will continue with time series analysis by paying attention to the issue of stationarity of series and whether series are cointegrated. In the computer instruction sessions, an assignment has to be made in which stationarity and cointegration of series will be researched.
Week 7 focuses on the analysis of panel data. Mr. Schilpzand will discuss different forms of panel data and the application of several techniques for panel analysis. During the computer instruction session, panel data of firms are analysed.

This course is accessible only for students in premaster's students and the programme Law and Economics.
 
Niveau

Voorkennis
Academic Skills, Mathematics and stat (BIN 119 A), alternatively knowledge of Statistics and Mathematics is highly recommended.
Toetsinformatie
Written exam and multiple assignments. The assesment of the individual parts is described in the Course manual under the heading Assesment. Partial results from previous years stay valid, but strict criteria apply. Please contact the course coordinator.
Bijzonderheden

Niveau
PM RE

Verplicht materiaal
Boek
Using Econometrics, A practical guide (seventh edition, 2017) A.H. Studenmund. Pearson Global Edition.9781292154091
ISBN:9781292154091
Titel:Using Econometrics, A practical guide
Auteur:A.H. Studenmund
Uitgever:Pearson
Druk:7

Werkvormen
Hoorcollege
WerkvormtypeHoorcollege

Werkgroep
WerkvormtypePracticum

Toetsen
Tentamen
Weging1
ToetsvormDigitale toets met SOWISO
GelegenhedenBlok 2, Blok 3

Beoordeling
Toetsing van de theoretische en praktische toepassingen binnen het econometrisch kader. Vaardigheid in R worden niet getoets.

Opmerking
The grade in OSIRUS consists of the exam and the assignments.