Course title | Advanced Econometrics |
Code | 5.131 |
Professor | Prof. Vesna Bucevska, PhD |
Course objectives: The main objective of this course is to provide doctoral students with an in-depth knowledge in the field of advanced econometrics and enable them to implement that knowledge in analysis of real economic and business problems . The course is mainly aimed at making students acquainted with system of linear equations. To become familiar with their use, to understand problems of their identification and procedures of their estimation. Particular attention is devoted to simultaneous equations system for their particular importance in econometrics both at micro and macro level. | |
Course content: 1. ONE – EQUATION MODELS (COMPLEMENTS) 2. AUTOREGRESSIVE MODELS 3. SYSTEMS OF EQUATIONS 4. SEEMINGLY UNRELATED REGRESSIONS (SUR) 5. SIMULTANEOUS EQUATIONS SYSTEM 6. IDENTIFICATION OF STRUCTURAL FORM PARAMETERS 7. TWO STAGE AND THREE STAGE LEAST SQUARES (TSLS) 8. MAXIMUM LIKELIHOOD ESTIMATORS |
Во 2020 Економскиот факултет при Универзитетот “Св. Кирил и Методиј” во Скопје слави 70 години од своето основање.
Економскиот факултет во рамките на интегрираниот државен Универзитет „Св.Кирил и Методиј“ во Скопје е најголема образовна и истражувачка институција во Република Македонија од областа на економијата и бизнисот.
Faculty of Economics
Ss Cyril and Methodius University
bul. Goce Delcev 9V
1000 Skopje
Republic of North Macedonia
telephone: (02) 3286-800
fax: (02) 3118-701
e-mail: contact@eccf.ukim.edu.mk
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