Бакалавриат
2026/2027
Эконометрика
Статус:
Курс обязательный (Международный бизнес)
Где читается:
Высшая школа бизнеса
Когда читается:
2-й курс, 1 модуль
Охват аудитории:
для своего кампуса
Язык:
английский
Кредиты:
4
Контактные часы:
48
Course Syllabus
Abstract
Econometrics studies quantitative and qualitative relationships between variables using probabilistic and statistical methods. Unlike machine learning, econometric modeling is primarily focused on identifying causal relationships and ensuring interpretability of results rather than on making predictions, which makes it possible to answer the questions about the direction and strength of the influence of one variables on others.
Learning Objectives
- to learn how econometric analysis works and apply it to the real business, economic and financial problems
Expected Learning Outcomes
- Outline the subject of Econometrics, its approach, the sources for study materials (including online ones), data, software, the course outcomes
- be able to use theoretical notions, concepts and interpret results using SLR model
- to analyze and estimate SLR model on real economic data using econometric software
- be able to use theoretical notions, concepts and interpret using MLR model
- to analyze and estimate MLR model on real economic data using econometric software
- be able to choose and interpret the LRM model specification
- to analyze and estimate LRM model in various specifications with real economic data using econometric software
Course Contents
- Introduction to Econometrics
- Simple Linear Regression Model (SLR) with Non-stochastic Explanatory Variables. OLS estimation
- Multiple Linear Regression Model (MLR): two explanatory variables and k explanatory variables
- Linear Regression Model Specification
Interim Assessment
- 2026/2027 1st module0.3 * Test + 0.1 * Attendance + 0.4 * Exam + 0.2 * Round-table discussion
Bibliography
Recommended Core Bibliography
- Gujarati, D. (2014). Econometrics by Example (Vol. 2nd ed). Basingstoke: Palgrave Macmillan. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1525312
- Introduction to econometrics, Dougherty, C., 2007
- Introduction to econometrics, Dougherty, C., 2011
- Introduction to econometrics, Dougherty, C., 2016
- Jeffrey M Wooldridge. (2010). Econometric Analysis of Cross Section and Panel Data. The MIT Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.mtp.titles.0262232588
Recommended Additional Bibliography
- Basic econometrics, Gujarati, D., 2009
- Econometric analysis, Greene, W. H., 2000