The goal is to familiarize students with advanced regression methods. After a brief review of the basics of linear regression modeling, additional techniques will be presented. Students will learn these models, be able to estimate them, interpret estimation results, and evaluate them in terms of model diagnostics. They critically examine the procedures they have learned.
Contents:
A Reminder of Linear Regression Basics
Classical Linear Regression Model Assumptions and Diagnostics
Simultaneous Equations
Limited Dependent Variable Models
Simulation Methods
Further Advanced Methods
- DozentIn: Fabian Hollstein