Econometrics (Économétrie TP)
Faculty of Economics and Business (SECO), University of Neuchâtel
Course details
Applied tutorial course focused on regression analysis, model diagnostics, and the practical use of R for empirical work.
Topics and skills
- Introduction to regression analysis and the classical linear regression model
- Residual analysis, diagnostics, and influence measures
- Generalized regression models, heteroskedasticity, and autocorrelation
- Comparison of estimators using applied datasets
- Critical discussion of empirical studies using basic econometric methods