ECONOMETRICS

Session 1: Introduction to the course

Session 2: Linear regression model     [textbook 1 – Chapter 1]

Session 3: Functional forms     [textbook 1 – Chapter 2]

Session 4: Multicollinearity

Session 5: Heteroskedasticity

Session 6:Endogeneity and Instrumental variable regression

Session 7: Binary response models

Session 8: Multinomial logit model

Session 9:Ordinal response models

Session 10: Count data models

Session 11:Censored and truncated regressions

Session 12: Panel data and Pooled OLS estimator

Session 13:Fixed and Random Effects Model

Session 14: Heteroskedasticity, autocorrelation, and GLS/FGLS estimators

Session 15: Endogeneity and IV regression for panel data

Session 16: Dynamic panel data models    

A participant successfully completes the course if she/he satisfactorily complete

• 10 assignments (10 x 6% = 60%), and
• one individual project (40%).

Each assignment takes approximately 4 hours. All the assignments must be done individually. Students will be able to do all the assignments at https://kinhteluong.online/vnp/home.php.

All the assignments will be in the form of multiple choice questions. For each assignment, you will be provided with a dataset. You will use the provided dataset to perform necessary analyses to answer the multiple choice questions. Each assignment has 20 questions.

Each assignment has a fixed start date and deadline, which is displayed on the assignment pages and are precise to the minute. Results of each assignment, together with the correct answers, will be available from the class home page 30 minutes after the deadline.

The score for each assignment is calculated based on the number of correct answers. The first 10 correct answers earn zero points. The last 10 correct answers earn 10 points each. For example,

• number of correct answers = 8, assignment score = 0.
• number of correct answers = 18, the first 10 earns zero, the next 8 earns 10 points each,

so score = 8 x 10 = 80.

The average mark of your first five assignments will be considered the mid-term exam and the last five assignments will be considered your final exam. Each assignment earns 100 marks.

For the individual project, each student will identify a research problem that make use of panel data, collect the required data, perform appropriate analysis, and write a report of no more than 10 pages (not including references). You can submit the report via email to truong@dangthuy.net before 30 June 2024. Late submissions will incur penalties calculated on a scale of 100, with the penalty being the square of the number of days overdue.

The final grade will be determined by combining the scores from the 10 assignments (each weighted at 6%, totaling 60%) and the individual project (weighted at 40%). These scores will then be converted to the grading scale utilized by VNP.

1. Gujarati D. (2011) Econometrics by Example, Palgrave Macmillan.
   This book also has a useful website at: https://www.macmillanihe.com/companion/gujarati-econometrics-by-example-2e/learning-resources/Data-sets/.
2. Gujarati D. (2008). Basic Econometrics, 5^th Edition, McGraw-Hill.
3. Greene W.H. (2012) Econometric Analysis, 6^th edition, Prentice Hall.
4. Brooks C (2014) Introductory Econometrics for Finance, 3^rd Cambridge University Press.