1. COURSE OBJECTIVES
This module aims at providing students with knowledge, methods, and instruments of advanced econometrics, such as: instruments to identify and to deal with violations of classical linear regression model (CLRM), multivariate regression analysis with quantitative variables, analysis methods for panel data. After this module, students are able to select and apply appropriate quantitative techniques for panel data analysis in economic and social fields. This module also helps students improve and develop skills in using statistical software to analyze different quantitative models for panel data.
2. COURSE CONTENTS
|
No. |
Contents |
Time Allocation |
Contribution to CLO |
|||
|
Hour(s) on the class |
Essays, exercise, Assignments (3) |
Self-study with teacher’s tutorials (4) |
||||
|
Lecture (1) |
Practice, Seminar (2) |
|||||
|
1 |
Chap.1: Multicollinearity |
3 |
0 |
1.5 |
5.5 |
1 |
|
2 |
Chap.1: Multicollinearity (cont) |
3 |
0 |
1.5 |
5.5 |
3, 4, 5, 6, 7 |
|
3 |
Chap.2: Heteroskedasticity |
3 |
0 |
1.5 |
5.5 |
1 |
|
4 |
Chap.2: Heteroskedasticity (cont) |
3 |
0 |
1.5 |
5.5 |
3, 4, 5, 6, 7 |
|
5 |
Chap.3: Autocorrelation |
3 |
0 |
1.5 |
5.5 |
1 |
|
6 |
Chap.3: Autocorrelation (cont) |
3 |
0 |
1.5 |
5.5 |
3, 4, 5, 6, 7 |
|
7 |
Chap.4: Multi regression analysis with qualitative information |
3 |
0 |
1.5 |
5.5 |
1 |
|
8 |
Chap.4: Multi regression analysis with qualitative information (cont) |
3 |
0 |
1.5 |
5.5 |
1 |
|
9 |
Chap.4: Multi regression analysis with qualitative information (cont) |
3 |
0 |
1.5 |
5.5 |
1 |
|
10 |
Chap.4: Multi regression analysis with qualitative information (cont) |
3 |
0 |
1.5 |
5.5 |
3, 4, 5, 6, 7 |
|
11 |
Chap.5: Panel Data Analysis |
3 |
0 |
1.5 |
5.5 |
2 |
|
12 |
Chap.5: Panel Data Analysis (cont) |
3 |
0 |
1.5 |
5.5 |
2 |
|
13 |
Chap.5: Panel Data Analysis (cont) |
3 |
0 |
1.5 |
5.5 |
2 |
|
14 |
Chap.5: Panel Data Analysis (cont) |
3 |
0 |
1.5 |
5.5 |
3, 4, 5, 6, 7 |
|
15 |
Revision |
3 |
0 |
1.5 |
5.5 |
6, 7 |
|
Total (hour) |
45 |
0 |
22.5 |
82.5 |
||
3. COURSE ASSESSMENT
– Score ladder: 10
– Type of assessment
|
Form |
Content |
Criteria |
CLO |
Proportion |
|
|
Formative |
Attendance |
|
– The number of attendances – The number of assignments achieved |
6, 7 |
10% |
|
Report |
– Form: Essay from 10 to 15 pages – Content: Each group has to write a report based on the data given by lecturer or the students have to collect data
|
– The data relates to economic topics and has clear source – Apply the knowledge the students have studied in the course – Attractive subject – Language is clear, quoted, using valid references |
1, 2, 3, 4, 5, 6, 7 |
30% |
|
|
Summative |
Final test with multiple choice and writing questions for 60 minutes |
What have been studied during the course |
|
1, 2, 3, 4, 5, 6, 7 |
60% |
|
Total |
100% |
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