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1. COURSE OBJECTIVES
This module aims at providing students with knowledge, methods, and instruments of advanced econometrics, such as: instruments to identify and to deal with violations of classical linear regression model (CLRM), multivariate regression analysis with quantitative variables, analysis methods for panel data. After this module, students are able to select and apply appropriate quantitative techniques for panel data analysis in economic and social fields. This module also helps students improve and develop skills in using statistical software to analyze different quantitative models for panel data.
2. COURSE CONTENTS
No.
Contents
Time Allocation
Contribution to CLO
Hour(s) on the class
Essays, exercise,
Assignments
(3)
Self-study with teacher’s tutorials
(4)
Lecture
(1)
Practice, Seminar
(2)
1
Chap.1: Multicollinearity
3
0
1.5
5.5
1
2
Chap.1: Multicollinearity (cont)
3
0
1.5
5.5
3, 4, 5, 6, 7
3
Chap.2: Heteroskedasticity
3
0
1.5
5.5
1
4
Chap.2: Heteroskedasticity (cont)
3
0
1.5
5.5
3, 4, 5, 6, 7
5
Chap.3: Autocorrelation
3
0
1.5
5.5
1
6
Chap.3: Autocorrelation (cont)
3
0
1.5
5.5
3, 4, 5, 6, 7
7
Chap.4: Multi regression analysis with qualitative information
3
0
1.5
5.5
1
8
Chap.4: Multi regression analysis with qualitative information (cont)
3
0
1.5
5.5
1
9
Chap.4: Multi regression analysis with qualitative information (cont)
3
0
1.5
5.5
1
10
Chap.4: Multi regression analysis with qualitative information (cont)
3
0
1.5
5.5
3, 4, 5, 6, 7
11
Chap.5: Panel Data Analysis
3
0
1.5
5.5
2
12
Chap.5: Panel Data Analysis (cont)
3
0
1.5
5.5
2
13
Chap.5: Panel Data Analysis (cont)
3
0
1.5
5.5
2
14
Chap.5: Panel Data Analysis (cont)
3
0
1.5
5.5
3, 4, 5, 6, 7
15
Revision
3
0
1.5
5.5
6, 7
Total (hour)
45
0
22.5
82.5
3. COURSE ASSESSMENT
- Score ladder: 10
- Type of assessment
Form
Content
Criteria
CLO
Proportion
Formative
Attendance
- Attend all lectures
- Answer to questions and practice exercises, and contribute to the lectures
- The number of attendances
- The number of assignments achieved
6, 7
10%
Report
- Form: Essay from 10 to 15 pages
- Content: Each group has to write a report based on the data given by lecturer or the students have to collect data
- The data relates to economic topics and has clear source
- Apply the knowledge the students have studied in the course
- Attractive subject
- Language is clear, quoted, using valid references
1, 2, 3, 4, 5, 6, 7
30%
Summative
Final test with
multiple choice and writing questions for 60 minutes
What have been studied during the course
- Answer correctly all the MCQs.
- Answer correctly and completely all the writing questions.
1, 2, 3, 4, 5, 6, 7
60%
Total
100%