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Week - 1 |
Introduction to econometrics, econometric modeling process, linear regression models and the Least Squares Method. |
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Week - 2 |
Regression assumptions, multicollinearity, heteroskedasticity, and diagnostic tests. |
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Week - 3 |
Autocorrelation problem, heteroskedasticity and correction methods |
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Week - 4 |
Nonlinear regression models and estimation methods |
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Week - 5 |
Spatial data structures, spatial dependence, and spatial regression models (SAR, SEM, SDM) |
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Week - 6 |
Applications |
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Week - 7 |
EN: Stcastic frontier model |
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Week - 8 |
Model selection criteria (AIC, BIC, HAC) and model comparison methods, Cross-validation. |
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Week - 9 |
Countable data, trimmed data, and regression models. |
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Week - 10 |
Censored data structures and Tobit regression model |
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Week - 11 |
Applications |
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Week - 12 |
Project study |
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Week - 13 |
Probit and Logit models, side correction methods, simulation, and real-life applications. |
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Week - 14 |
EN: Applications, simulations |