Terminated in academic year 2020/2021

Macroeconomic analysis B

Type of study	Follow-up Master
Language of instruction	English
Code	156-0542/01
Abbreviation	MA B
Course title	Macroeconomic analysis B
Credits	4
Coordinating department	Department of Applied Economics
Course coordinator	doc. Ing. Jiří Balcar, Ph.D., MBA

Subject syllabus

1. Introduction and Review
2. Simple Linear Regression Analysis with Cross-Sectional Data I
3. Multiple Regression Analysis with Cross-Sectional Data I (Estimation)
4. Multiple Regression Analysis with Cross-Sectional Data II (Inference)
5. Nonlinear Models and Transformation
6. Heteroscedasticity
7. Binary Choice Models
8. Regression Analysis with Qualitative Explanatory Variables
9. Endogeneity and Instrumental Variables
10. Basic Regression Analysis with Time Series Data
11. Issues with Using OLS in Time Series Data, Serial Correlation
12. Introduction to Panel Data Methods
13. Advanced Panel Data Methods I (Fixed and Random Effects)
14. Advanced Panel Data Methods II (Instrumental Variables, 2-Stage Least Squares)

Literature

Wooldridge, J. M. (2016), Introductory Econometrics: A Modern Approach (6th edition), Cengage Learning, Inc.

Advised literature

Acock, A. C. (2018), A Gentle Introduction to Stata, 6th edition, A Stata Press Publication.
Heiss, F. (2016), Using R for Introductory Econometrics, 1st edition. This textbook is compatible with "Introductory Econometrics" by J. M. Wooldridge in terms of topics, organization, terminology and notation.
Verbeek, M. (2017), A Guide to Modern Econometrics, Wiley Publisher.
Besides the textbooks we are going to discuss a number of journal articles which will be posted on the internet or can be accessed through the university library.

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