Volver a Econometrics: Methods and Applications

4.6

806 calificaciones

•

164 revisiones

Welcome!
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 right 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.
Have a nice journey into the world of Econometrics!
The Econometrics team...

Nov 16, 2015

The design of the course is very Helpful and efficient. The course is well explained. The instructors are very clear and master the subject. They very detailed and well organized.

Jun 09, 2016

Very practical, I would urge people who intend to take this course to come to this course with at least some knowledge of econometrics and statistics. It would come in handy.

Filtrar por:

por Andrea K I

•Mar 26, 2016

One thing I regret from this course is the content of the video lectures. Having watch the first week's videos, I found that the professor mostly just read the slides - and did it in a very faithful and careful manner, not to miss a subscript .... This is quite devastating for me. I can read the slides myself (although I have to download it first, since the fonts on the screen are very small). What I need is the professor to explain the logic behind the formulas, the *why* behind what is written, instead of just reading *what* is written on the slides.

I find it amusing that with an expected learning of 8 hours a week, the total duration of the first week's videos add up to a mere 36 minutes. A couple of weeks ago I have just finished a course that subjectively is comparable in its difficulty level. That course is also rich in mathematical content and also requires a commitment of 4-8 hours per week. Each week, the duration of the lecture videos amount to somewhere between 120-150 minutes - and the lecturer didn't read slides; instead, he would explain the logic behind the concepts and provided papers for learners to read on our own time. That approach really helped scaffold my learning.

I hope you'd consider revisiting this course's learning plan - or probably just state on the course info page that this course is more suitable for a refresher course rather than an introductory one.

por Graham T

•Oct 23, 2018

Rigorous condensed econometrics course with clear instruction. Great for my review of the subject, and most likely for anyone new to it who has the prerequisite skills.

por Bruno A C A

•Sep 06, 2018

Amazing for a person who would like to start with Econometric models at the most fundamental level. You will get a load of knowledge after you complete even if you know about econometrics. If you have difficulty in algebra and statistics, do start with the last week's lectures. They are the most difficult, but follow them until the end and do all the exercises. Also, the support of the teaching staff is outstanding when you have questions. Cannot recommend it more.

por Zoltan A S

•Jan 02, 2016

The course it's great , however in my opinion it's too theoretical with few practical examples.

If you're confortable with matrices and mathematics this course will provide you with very interesting tools and demostrations.

I don't think that the course is for casual students, as it's very specific.

por Pedro A

•Oct 05, 2017

Old fashioned Econometrics course, still using the ideas of fixed regressors (rather than the more sensible conditional models approach), emphasizing prediction instead of causal interpretation, etc.

It is false that such approach allows to introduce difficult econometric methods in an easy way: it has been for decades that modern and worldwide used handbooks (Wooldridge, Stock & Watson, Angrist & Piscke, etc) do it in a more sensible and opposite way. This is so not only because it is actually easier (learn just from the title of one the book by Angrist & Piscke: "Mostly Harmless Econometrics"), but also because fix the right concepts and way of looking at the problem: probability (not fixed things), conditional expectations, causality.

por Daniela C

•Apr 09, 2018

EXCELENTE

por Alesia N

•Jan 06, 2019

it's a very deep course

por Nishikant C

•May 07, 2019

Very Good Course. However, The exercises were a bit challenging . Walk through of related examples would have helped a lot for the exercises.

Does require some mathematical background in Statistics. Intermediate to advanced course considering the complexity

por Philipp T K

•Dec 12, 2016

This is a fantastic MOOC: it has depth, exercise questions with solutions, challenging assignments and background material. The quality of the lecture videos is excellent!

por Christian K

•Jan 09, 2019

Depending on what you are looking for, this course might be too theoretic or mot theoretic enough:) IMHO it strikes the balamce quite nicely, although the forced theoretical parts in the tests kept me from buying the certificate. I simply want to be able to perform the analysis.

por mohammed a

•Mar 14, 2019

C'est une formation très intéressante

Grand merci équipes coursera et Erasmus Univeristy Rotterdam

por Alain P

•Mar 23, 2019

Very insightful about how to perform multilinear regressions, independly check relevance of each regressor, and simplify your models by eleminating unecessary regressors. Really useful hardskills, well explained by the teaching team, I recommend it.

The class could however benefit from less theory and more pragmatic advices when it comes to check relevance of regression. For instance, it should always favor sample testing over other tests, as even with 95% certainty or so, there is still 5% that your regression is not meaningful.

por mittal.hitesh.92@gmail.com

•Feb 07, 2019

Excellent learning , though some hands on practice on tools like R and other software should also be made the part of the course.

por Carlos A L S

•May 22, 2016

Thanks everyone that help to do this course a exemple of excellence instruction.

por Edgar G

•Apr 24, 2016

Tough course! Very close to being in a classroom with plenty of material in every video. Keep a book on the topic handy and you will understand the material better.

por Mr. D Y

•Oct 27, 2016

This course was amazing!

por Dimitrios B

•Jun 20, 2018

Thank you.

por Munirul N

•Aug 01, 2016

I find this course excellent. It is a well balanced course in combining econometric theory and its application. The fact is that to apply econometric theory one needs to understand fair bit of econometric method (that includes matrix algebra, some properties of inner product space etc.) as well as how to apply those concepts in practice. In this respect this course does serve its purpose very well.

Overall, this course focuses some fundamental aspects and properties of cross-sectional data and time series data. Therefore, it provides one a good foundation (over 8 weeks) so that one can carry out one's future quest regarding any empirical topic by oneself ! I admit that modern econometric theory develops more sophisticated techniques but all of them share one common aspect i.e. they are based on more or less the same fundamentals or properties. Indeed, this course has been designed carefully by targeting those fundamentals and properties. Thus it might be very helpful to follow the modern econometric techniques.

However, this course does not talk about the panel data analysis, which share both the cross-sectional and time series properties (more or less). In my opinion it might be better to have at least additional one week session on panel data. In particular, when the data set shares both cross-sectional and time series properties, which set of properties will be dominant or how the estimation technique incorporates the variation of two dimensions (i.e. cross-sectional and time ) etc.

Finally, I like to thank all the teaching members and moderators of this course. I have enjoyed the lecture slides and videos very much.

por Prince K S

•Nov 13, 2015

This is one of the best courses I have taken so far

por Yanpeng G

•Aug 24, 2017

It's both theoretical and practical, well organized!

por Imran A

•Feb 25, 2016

Found this course at a very crucial moment. Hopefully will enjoy the next 8 weeks with this course and it's instructors.

por hiras n

•Nov 24, 2016

This course very usefull

por Fiorella M H

•Aug 06, 2017

Great course. Thank you so much!

por Sem D

•Sep 28, 2016

Great course! Excellent preparation fo

por Sumit K

•May 24, 2018

Great course to learn and to apply analytics in any field of management

Coursera brinda acceso universal a la mejor educación del mundo, al asociarse con las mejores universidades y organizaciones, para ofrecer cursos en línea.