Econometrics

The course is in basic econometrics with a focus on regression analysis. It requires at least a basic course in probability theory and statistical inference since all the major concepts, methods and models build upon probability theory and statistical inference. The course focuses mainly on the theory and applications of single and multiple linear regression analysis. Great emphasis is put on the estimation, inference and interpretation of the multiple linear regression model and its extensions. The course also covers the assumptions of OLS, why they are needed and how to detect and deal with violations of these assumptions.