Econometrics: Methods and Applications
Learn to analyze business and economic questions using data analysis tools. Cover regression, model specification, endogeneity, binary choice, and time series.
Learn to analyze business and economic questions using data analysis tools. Cover regression, model specification, endogeneity, binary choice, and time series.
This course teaches econometrics methods for data analysis in business and economics. Topics include regression, model specification, endogeneity, binary choice, and time series.
4.6
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What you'll learn
Understand and apply simple and multiple regression techniques
Learn model specification and evaluation methods
Address endogeneity in econometric models
Analyze binary choice data using appropriate models
Apply time series analysis techniques
Integrate various econometric methods in a practical case project
Skills you'll gain
This course includes:
66 Hours PreRecorded video
Access on Desktop, Mobile, Tablet
FullTime access
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There are 9 modules in this course
This comprehensive course covers key topics in econometrics, starting with simple and multiple regression, followed by model specification, endogenous variables, binary choice data, and time series data. The course is structured into nine modules, including an optional module on building blocks (matrices, probability, and statistics). Each module contains video lectures, training exercises, and quizzes. The course concludes with a case project that integrates various econometric methods and skills. Students learn to translate data into models for forecasting and decision-making in fields such as macroeconomics, finance, and marketing.
Welcome Module
Module 1 · 29 Minutes to complete
Simple Regression
Module 2 · 7 Hours to complete
Multiple Regression
Module 3 · 8 Hours to complete
Model Specification
Module 4 · 7 Hours to complete
Endogeneity
Module 5 · 7 Hours to complete
Binary Choice
Module 6 · 7 Hours to complete
Time Series
Module 7 · 7 Hours to complete
Case Project
Module 8 · 8 Hours to complete
OPTIONAL: Building Blocks
Module 9 · 9 Hours to complete
Fee Structure
Payment options
Financial Aid
Instructors
Specialist in Econometrics and Statistical Research Methods
Christiaan Heij is an Assistant Professor at the Econometric Institute, specializing in statistics and econometrics. His research and teaching focus on econometrics and statistical methods in economics and business. Recently, his research has delved into various areas, including macroeconomic forecasting, the prediction and planning of surgical procedure times, maritime safety, and forecasting demand for spare parts.
Expert in Applied Econometrics and Quantitative Marketing
Dennis Fok is a Professor of Applied Econometrics at the Erasmus School of Economics. His research focuses on quantitative marketing and applied microeconometrics, particularly in modeling individual and aggregated choices. He is also interested in nonlinear panel data and simulation-based estimation methods, including both classical and Bayesian inference. His work has been published in renowned journals like the Journal of Econometrics, Journal of Applied Econometrics, Marketing Science, and Journal of Marketing Research.
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4.6 course rating
1,184 ratings
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