Professional Documents
Culture Documents
1
Week 1 Introduction to Data Analysis • Listening to lectures
• Types of empirical research • Learning type and approach to empirical research
• Importance of data analysis in research • Reviewing academic and journal articles
• E-tivities
Week 2 to 4 Introduction to STATA
• Introduction to Statistical software applications • Listening to lectures
• Creation, loading & saving data • Reviewing academic and journal articles
• Introduction to modes of command execution • Making notes
• Learning data handling and management skills
• How to create and use logs and ‘do-file’
• Introduction to statistical software
• Data handling and Manipulation
• E-tivities
Week 5 to 6 Introduction to Analysis • Listening to lectures
• Descriptive Analysis • Reviewing academic and journal articles
• Hypothesis testing • Learning data analysis using STATA
• Correlation analysis • E-tivities
• Presentation and interpretation of the results
Week 7 to 11 Regression Analysis • Listening to lectures
• Estimation of linear regression models • Reviewing academic and journal articles
• Conducting Regression diagnostics • Learning data analysis using STATA
• Heteroskedastic regression modelling • E-tivities
• Endogenous regression modelling
• Nonlinear regression models
• Presentation and interpretation of the results
Week 12 Introduction to Time Series Analysis • Listening to lectures
• Introduction to time series data • Reviewing academic and journal articles
• Characteristics of time series data • Learning data analysis using STATA
• Introduction to panel data • E-tivities
• Characteristics of panel data
2
CAT 1 10
ASSESSMENT GROUP ASSIGNMENT 20
EXAM 70
TOTAL 100
Core References
Students are encouraged to read widely on the subject and any textbook on Econometrics and relevant online resources will be useful.
However, the main texts include:
Brooks C. (2008). Introductory Econometrics for Finance. 2nd Edition. Cambridge University Press
Enders, W. (2014), Applied Econometric Time Series. 4th Edition, New York: John Wiley and Sons.
Greene, W. (2018), Econometric Analysis, 8th Ed., Macmillan Publishing Company, New York
Johnston, J and J. DiNardo (1997), Econometric Methods, 4th Edition, McGraw Hill, New York
Lee, C.& Lee A. (2013). Statistics for Business and Financial Economics. 3rd Ed. Springer Inc
Madalla G.S. (1992). Introduction to Econometrics. 2nd Edition. New York. Maxwell Publishers
Nesselroade P. & Grimm L. (2018). Statistical Application for the behavioral and social Sciences. Wiley & Sons
Wooldridge, J. (2013). Econometric Analysis of Cross Section and Panel data, 2nd Ed. MIT