ECON302 Econometrics II

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Course Code Course Title Weekly Hours* ECTS Weekly Class Schedule
T P
ECON302 Econometrics II 3 0 6 Mon 16.00-16.50 / Wed 14.00-14.50. ECON LAB
Prerequisite ECON301 It is a prerequisite to
Lecturer Edib Smolo Office Hours / Room / Phone
Monday:
12:00-14:00
Wednesday:
12:00-14:00
Thursday:
12:00-13:00
E-mail esmolo@ius.edu.ba
Assistant Assistant E-mail
Course Objectives This aim of this course is to extend the methods and techniques employed in Econometrics I and to allow for causal inference and prediction in a larger variety of data sets. The overall objective is for the student to learn how to critically examine economic and financial data as well as empirical studies.
Textbook Wooldridge, J.M. (2016). Introductory Econometrics: A Modern Approach (6ed) Cengage Learning. / Special Readings.
Learning Outcomes After successful  completion of the course, the student will be able to:
  1. Explain how econometric methods are used to estimate causal relationships from observational data.
  2. Identify and estimate problems in economics and other social sciences.
  3. Formulate simple research questions and carry out independent analyses in order to answer those.
  4. Evaluate the identification and estimation strategy of research papers.
Teaching Methods The methods include lectures (which may involve power point presentation, video and audio aids), student presentations, projects and class discussions.
WEEK TOPIC REFERENCE
Week 1 Introductory Lecture
Week 2 Review of Regression Ch. 01 & 02
Week 3 Multiple Regression Analysis: Estimation & Inference Ch. 03 & 04
Week 4 Multiple Regression Analysis: Further Issues Ch. 06
Week 5 Dummy Variable Regression Models / Quiz 2 Ch. 07
Week 6 Heteroskedasticity Ch. 08
Week 7 Midterm Exam
Week 8 Time Series Data: Basic Regression Analysis Ch. 10
Week 9 Time Series Data: Some Issues in Using OLS Ch. 11
Week 10 Time Series Data: Serial Correlation & Heteroskedasticity Ch. 12
Week 11 Pooled Cross-Sectional Data Ch. 13
Week 12 Panel Data Methods: Fixed Effects and Random Effects / Quiz 4 Ch. 14
Week 13 Instrumental Variables Estimation and Two Stage Least Squares Ch. 15
Week 14 Presentations
Week 15 Presentations
Assessment Methods and Criteria Evaluation Tool Quantity Weight Alignment with LOs
Final Exam 1 30 1-4
Semester Evaluation Compenents
Midterm Exam 1 30 1-4
Project 1 20 1-4
Quiz 2 10 1-4
Class Participation 10 1-4
***     ECTS Credit Calculation     ***
 Activity Hours Weeks Student Workload Hours Activity Hours Weeks Student Workload Hours
Lecture Hours 3 15 45 Projects 4 5 20
Home Study 2 15 30 Home Study 2 15 30
Quiz 5 2 10 Final Exam Study 25 1 25
Projects 4 5 20 Projects 4 5 20
        Total Workload Hours = 150
*T= Teaching, P= Practice ECTS Credit = 6
Course Academic Quality Assurance: Semester Student Survey Last Update Date: 19/03/2020
QR Code for https://ecampus.ius.edu.ba/course/econ301-econometrics

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