Regression Analysis II
Full course description
Expanding on the preceding course Regression Analysis I SKL4103, this course develops the tool of regression analysis further, covering three key components often used for policy analysis:
- Non-linear transformations for dependent and independent variables
- Instrumental variables
- Logit and probit-type regressions for binary dependent variables
This course introduces students to a variety of econometric techniques that can be used on different kinds of data, going beyond the basic regression model. In particular, students will learn to apply which regression model under which circumstances, and how the models can be used for public policy analysis.
Completion or exemption from Introductory Data Science & Statistics SKL4102, and Regression Analysis I SKL4103.
Stock, James & Mark Watson. 2014. Introduction to Econometrics, updated 3rd edition. Boston, MA: Pearson.
- B. Verspagen
- H.H.G. Verspagen