{"id":8,"date":"2021-04-27T14:38:20","date_gmt":"2021-04-27T14:38:20","guid":{"rendered":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/?page_id=8"},"modified":"2021-04-27T14:38:20","modified_gmt":"2021-04-27T14:38:20","slug":"course-content","status":"publish","type":"page","link":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/course-content\/","title":{"rendered":"Course Content"},"content":{"rendered":"<p><strong>Topic 1: Introduction to Programming in Matlab<\/strong><\/p>\n<ul>\n<li>Basic Syntax<\/li>\n<li>Loops and Decision Statement<\/li>\n<li>Functions<\/li>\n<li>Plotting<\/li>\n<li>Review of the available functions<\/li>\n<\/ul>\n<p><strong>Topic 1: Ordinary Least Squares<\/strong><\/p>\n<ul>\n<li>Estimation and Properties of Least Squares<\/li>\n<li>Algorithms for Least Squares<\/li>\n<li>Analysis of Variance<\/li>\n<li>Hypothesis Testing<\/li>\n<li>Model Selection<\/li>\n<li>Parametric Estimation<\/li>\n<\/ul>\n<p><strong>Topic 2: Robust Least Squares<\/strong><\/p>\n<ul>\n<li>Two-Stage Least Squares<\/li>\n<li>Generalized Method of Moments (GMM)<\/li>\n<li>Three-Stage Least Squares<\/li>\n<li>Instrumental Variables<\/li>\n<li>Quantile Regression<\/li>\n<\/ul>\n<p><strong>Topic 3: Limited Dependent Variables<\/strong><\/p>\n<ul>\n<li>Logit and Probit Regressions<\/li>\n<li>Tobit Models<\/li>\n<\/ul>\n<p><strong>Topic 4: Panel Models<\/strong><\/p>\n<ul>\n<li>Seemingly Unrelated Regressions (SURE)<\/li>\n<li>Pooled OLS<\/li>\n<\/ul>\n<p><strong>Topic 5: Vector Autoregressive Models<\/strong><\/p>\n<ul>\n<li>Estimation and Selecion<\/li>\n<li>VEC models<\/li>\n<li>Forecasting<\/li>\n<\/ul>\n<p><strong>Topic 6: ARMA Models<\/strong><\/p>\n<ul>\n<li>Estimation via:\n<ul>\n<li>Yule-Walker equation<\/li>\n<li>Two-stage LS<\/li>\n<li>Maximum Likelihood Estimation<\/li>\n<\/ul>\n<\/li>\n<li>Model Selection<\/li>\n<li>Forecasting<\/li>\n<\/ul>\n<p><strong>Topic 7: ARCH Models<\/strong><\/p>\n<ul>\n<li>(G)ARCH Models<\/li>\n<li>Estimation and Forecasting<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Topic 1: Introduction to Programming in Matlab Basic Syntax Loops and Decision Statement Functions Plotting Review of the available functions Topic 1: Ordinary Least Squares Estimation and Properties of Least Squares Algorithms for Least Squares Analysis of Variance Hypothesis Testing &hellip; <a href=\"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/course-content\/\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":871,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-8","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/wp-json\/wp\/v2\/pages\/8","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/wp-json\/wp\/v2\/users\/871"}],"replies":[{"embeddable":true,"href":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/wp-json\/wp\/v2\/comments?post=8"}],"version-history":[{"count":1,"href":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/wp-json\/wp\/v2\/pages\/8\/revisions"}],"predecessor-version":[{"id":9,"href":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/wp-json\/wp\/v2\/pages\/8\/revisions\/9"}],"wp:attachment":[{"href":"http:\/\/wp.lancs.ac.uk\/applied-econometrics\/wp-json\/wp\/v2\/media?parent=8"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}