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Best Econometrics Books & Best Econometrics Courses in 2024

Best Econometrics Courses 2021

Econometrics: Methods and Applications

Do you wish to know how to analyze and solve business and economic questions with data analysis tools? Then Econometrics by Erasmus University Rotterdam is the Best Econometrics Course for you, as you learn how to translate data into models to make forecasts and to support decision making.

* What do I learn?
When you know econometrics, you are able to translate data into models to make forecasts and to support decision making in a wide variety of fields, ranging from macroeconomics to finance and marketing. Our course starts with introductory lectures on simple and multiple regression, followed by topics of special interest to deal with model specification, endogenous variables, binary choice data, and time series data. You learn these key topics in econometrics by watching the videos with in-video quizzes and by making post-video training exercises.

* Do I need prior knowledge?
The course is suitable for (advanced undergraduate) students in economics, finance, business, engineering, and data analysis, as well as for those who work in these fields. The course requires some basics of matrices, probability, and statistics, which are reviewed in the Building Blocks module. If you are searching for a MOOC on econometrics of a more introductory nature that needs less background in mathematics, you may be interested in the Coursera course “Enjoyable Econometrics” that is also from Erasmus University Rotterdam.

* What literature can I consult to support my studies?
You can follow the MOOC without studying additional sources. Further reading of the discussed topics (including the Building Blocks) is provided in the textbook that we wrote and on which the MOOC is based: Econometric Methods with Applications in Business and Economics, Oxford University Press. The connection between the MOOC modules and the book chapters is shown in the Course Guide – Further Information – How can I continue my studies.

* Will there be teaching assistants active to guide me through the course?
Staff and PhD students of our Econometric Institute will provide guidance in January and February of each year. In other periods, we provide only elementary guidance. We always advise you to connect with fellow learners of this course to discuss topics and exercises.

* How will I get a certificate?
To gain the certificate of this course, you are asked to make six Test Exercises (one per module) and a Case Project. Further, you perform peer-reviewing activities of the work of three of your fellow learners of this MOOC. You gain the certificate if you pass all seven assignments.

Econometrics

This course is part of HSE University Master of Business Analytics and Master of Finance degree programs. Learn more about the admission into the program and how your Coursera work can be leveraged if accepted into the program (Master of Business Analytics) and here https://inlnk.ru/WRM4O (Quantitative Finance)

The higher school of economics course builds essential skills necessary for economic, business or financial analysis. The purpose of the Best Econometrics Courses is to give students solid and extended skills in both econometric tools and their application to contemporary economic problems. We will learn both theoretical foundations and practical aspects of the main econometric topics: ordinary least squares as a core approach of linear regression analysis, the choice of the model specification, dealing with main problems of econometric analysis such as multicollinearity, heteroscedasticity, autocorrelation and endogeneity.

After the course, you will be able to perform your own economic data analysis based on the understanding of described econometrics tools. You will learn how to apply the indicated tools and methods to various topics of your research and how to prevent and overcome problems, which can arise in real data analysis.

Explaining the Core Theories of Econometrics

In this course we’ll help you understand the key Econometric theories and in particular give you an intuitive framework to build on. Econometrics can often feel overwhelmingly complicated. This course will give you a solid foundation to prepare for your specific University or College’s Econometrics exam. You will learn:

*Learn Simple and Multiple Linear Regression.

*Acquire knowledge of Gauss Markov assumptions and theory.

*Master Finite Sample Properties of Ordinary Least Squares (OLS) Method (including proof of unbiasedness).

*Become competent in Hypothesis Testing (including Normal, t, F and Chi-squared tests).

*Grasp Variable Misspecification (excluding a relevant variable, including an irrelevant variable).

*Understand Homoskedasticity and Heteroskedasticity.

If you are studying Econometrics at university or college and would like some assistance understanding it then we can help. Our course may also be useful if you are a top student who wants to learn faster and in a more efficient manner. Either way, this course is best watched all at once to give you a complete overview of the subject in a relatively short period of time, after which you can then return to your studies.

Econometrics for Business in R and Python

Econometrics has horrible fame. The complex theorems, combined with boring classes where it feels like you are learning Greek, give every student nightmares. This course stays away from that. It will focus on (1) giving you the intuition and tools to apply the techniques learned, (2) making sure everything that you learn is actionable in your career, and (3) offer you a tool kit of peer-reviewed econometric causal inference techniques that will make you stand out and give you the ability to answer the tough questions.

The techniques in this course are the ones I believe will be most impactful in your career. Like HR, Marketing, Finance, or Operations, all company departments can use these causal techniques. Here is the list:

Difference-in-differences

Google’s Causal Impact

Granger Causality

Propensity Score Matching

CHAID

One of the benefits of giving actual business problems as examples is that you will find similar or even equal issues in your current company. In turn, this enables you to apply what you have learned immediately. Here are some examples:

Impact of M&A on companies.

Understanding how weather influences sales.

Measuring the impact of brand campaigns.

Whether Influencer or Social Media Marketing results in sales.

Investigating the drivers of customer satisfaction.

Best Econometrics Books 2021

Introductory Econometrics: A Modern Approach

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Introductory Econometrics: A Modern Approach (MindTap Course List)
  • Hardcover Book
  • Wooldridge, Jeffrey M. (Author)
  • English (Publication Language)

Gain an understanding of how econometrics can answer today’s questions in business, policy evaluation and forecasting with Wooldridge’s INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 7E. Unlike traditional texts, this book’s practical, yet professional, approach demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions across a variety of disciplines. The author has organized the book’s presentation around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed. This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, the text incorporates more than 100 data sets in different formats. Updates introduce the latest developments in the field, including the recent advances in the so-called “causal effects” or “treatment effects,” to provide a complete understanding of the impact and importance of econometrics today.

Handbook of Econometrics (Volume 7A)

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Handbook of Econometrics (Volume 7A) (Handbooks in Economics, Volume 7A)
  • Hardcover Book
  • English (Publication Language)
  • 592 Pages - 12/14/2020 (Publication Date) - North Holland (Publisher)

Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and “hot” topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries.

Econometrics For Dummies

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Econometrics For Dummies
  • Pedace, Roberto (Author)
  • English (Publication Language)
  • 368 Pages - 06/24/2013 (Publication Date) - For Dummies (Publisher)

Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics.

Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations.

An excellent resource for anyone participating in a college or graduate level econometrics course
Provides you with an easy-to-follow introduction to the techniques and applications of econometrics
Helps you score high on exam day
If you’re seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.

SaleBestseller No. 1
Mostly Harmless Econometrics: An Empiricist's Companion
  • Angrist, Joshua D. (Author)
  • English (Publication Language)
  • 392 Pages - 01/04/2009 (Publication Date) - Princeton University Press (Publisher)
SaleBestseller No. 2
Econometrics
  • Hardcover Book
  • Hansen, Bruce (Author)
  • English (Publication Language)
SaleBestseller No. 3
Introductory Econometrics: A Modern Approach (MindTap Course List)
  • Hardcover Book
  • Wooldridge, Jeffrey M. (Author)
  • English (Publication Language)
Bestseller No. 4
Econometrics For Dummies
  • Amazon Kindle Edition
  • Pedace, Roberto (Author)
  • English (Publication Language)
SaleBestseller No. 5
Introductory Econometrics: A Modern Approach - Standalone Book Sixth Edition
  • Hardcover Book
  • Wooldridge, Jeffrey M. (Author)
  • English (Publication Language)
SaleBestseller No. 6
Econometrics
  • Hardcover Book
  • Hayashi, Fumio (Author)
  • English (Publication Language)
SaleBestseller No. 7
Handbook of Econometrics (Volume 7A) (Handbooks in Economics, Volume 7A)
  • Hardcover Book
  • English (Publication Language)
  • 592 Pages - 12/14/2020 (Publication Date) - North Holland (Publisher)
SaleBestseller No. 8
Applied Econometrics
  • Asteriou, Dimitrios (Author)
  • English (Publication Language)
  • 568 Pages - 03/05/2021 (Publication Date) - Bloomsbury Academic (Publisher)
SaleBestseller No. 9
Hands-On Intermed Eco R (2nd Ed)
  • Hrishikesh D Vinod (Author)
  • English (Publication Language)
  • 644 Pages - 04/24/2022 (Publication Date) - World Scientific Pub Co Inc (Publisher)
SaleBestseller No. 10
Financial Econometric Modeling
  • Hurn, Stan (Author)
  • English (Publication Language)
  • 640 Pages - 05/15/2020 (Publication Date) - Oxford University Press (Publisher)

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