Econometrics Course at Gadjah Mada University

Econometrics I (EKU 2105)

Description

The course discusses basic econometric theories and methods of economic research with special reference to basic concepts of econometric methods and classical assumptions.

Topics

Topics covered include dummy and limited dependent variables, statistical methods in testing and estimating economic models, and practical applications of cross-section data.

Objectives

Provide students with understanding and aptitude to analyze economic problems by means of econometric approaches.

Econometric II (EKU 3106)

Description

The course examine further on the fundamentals of econometric theories and methods of economic research..

Topics

Applied regression analysis, specification and estimation of economic models, hypothesis testing, interpretation of results, policy implications, problems from violating classical regression model assumptions, estimating production error, variance, seasonal adjustments, pooling of time-series data, lagged variables, and auto-correlation.

Objectives

Provide students with the ability to understand and analyze economic behaviors using econometric models, particularly dynamic models, simultaneous equation models, and data panels.

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Mathematical Economics Course at Gadjah Mada University

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