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Advanced Econometrics

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

70 години

Во 2020 Економскиот факултет при Универзитетот “Св. Кирил и Методиј” во Скопје слави 70 години од своето основање.