Module code | LEK 810 |
Qualification | Postgraduate |
Faculty | Faculty of Natural and Agricultural Sciences |
Module content | Econometrics. Linear regression: assumptions of the linear regression model, OLS estimators and properties, hypothesis testing (single and multiple restrictions), forecasting, dummy variables. Violations of the linear model assumptions: multi-colinearity, heteroscedasticity, serial correlation and distributed lag models, (GLS estimators). Advanced topics: Quantitative response models (logit, tobit and probit analysis) co-integration, instrumental variables and 2-stage least squares. |
Module credits | 15.00 |
Programmes | |
Prerequisites | No prerequisite. |
Contact time | 1 lecture per week, 1 practical per week |
Language of tuition | Module is presented in English |
Department | Agricultural Economics Extension and Rural Develo |
Period of presentation | Semester 1 or Semester 2 |
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