Econometrics II

This course is a continuation of Econometrics I. It aims at introducing the theory (and practice) of regression on qualitative data, time series and panel data econometrics as well as simultaneous equation modeling. It first makes an introduction to the basic concepts in qualitative data modeling such as dummy variable regression and binary choice models (LPM, Logit and Probit). Elementary time series models, estimations and tests for stationarity of data will then be discussed. It also covers introduction to simultaneous equation modeling with alternative estimation methods. Introductory pooled cross-sectional and panel data models will finally be highlighted. All of these theoretical concepts will also be complemented by computer lab practices using statistical packages such as STATA, EViews, PcGive, etc. applied on available Ethiopian/international data.