- 11 Sections
- 52 Lessons
- 50 Hours
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- 1. Estimation Techniques & Econometric TheoryGet a solid foundation in estimation strategies used in econometric modeling. Learn the fundamentals of OLS, the logic of Maximum Likelihood Estimation, and the robustness of Generalized Method of Moments for real-world applications.5
- 1.1Ordinary Least Squares (OLS): assumptions and applications
- 1.2Maximum Likelihood Estimation (MLE): theory and implementation
- 1.3Understanding the need for different estimation techniques
- 1.4Generalized Method of Moments (GMM): consistency and efficiency
- 1.5Iterative methods and optimization algorithms in STATA
- 2. Qualitative Response Regression ModelsUnderstand how to model binary, censored, and categorical response variables using advanced regression frameworks such as Logit, Probit, and Tobit models.6
- 3. Count Data ModelsExplore regression models tailored for count-dependent variables, often used in health, labor, and policy research. Handle over-dispersion, zero-inflation, and truncation challenges.5
- 4. Simultaneous Equation ModelsLearn to build and estimate multi-equation systems with interdependent variables. Understand the critical concepts of identification and apply Two-Stage and Three-Stage Least Squares methods.5
- 5. Dynamic Econometric ModelsModel the dynamics of time and behavior using lag structures. Learn how past values influence present outcomes and build autoregressive frameworks for economic data.7
- 6. Panel Data ModelsCombine cross-sectional and time series analysis using panel data techniques. This section trains you on advanced estimation with both fixed and random effects.5
- 7. Difference-in-Differences (DID)Master quasi-experimental techniques using DID models for program and policy evaluation. Use longitudinal data to estimate treatment effects.3
- 8. Quantile RegressionGo beyond average effects by modeling different points of the conditional distribution of your outcome variable. Ideal for skewed or outlier-prone data.4
- 9. Non-Linear Regression ModelsLearn when and how to apply nonlinear modeling techniques using flexible functional forms and iterative estimation methods.5
- 10. Principal Component Analysis (PCA)Reduce data dimensionality while preserving structure. Learn how to extract uncorrelated principal components from multivariate datasets.4
- 11. Linear Discriminant Analysis (LDA) (Upcoming)Get introduced to supervised classification techniques for group prediction. Learn how LDA works and its future application in economic classification tasks.3
Structure and assumptions of LDA
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