(in Polish) Advanced Econometrics 1600-SZD-N-AE-EF
The aim of the course is to present the advanced concepts and methods used in econometrics. The concepts of causality, exogeneity, measuring the influence of variables on other variables will be discussed. The difference between experimental and observational data and the method of selecting a random sample will be explained. The definition of a causal effect will be explained. An important part of the course will be a discussion of the most important methods of statistical estimation and inference. The next part will discuss the most important problems that arise during empirical research in economics and the ways of dealing with these problems. Problems related to model selection and methodological issues related to the so-called replication crisis will also be discussed. The lecture will end with a discussion of two areas of econometrics related to specific types of data: time series analysis and spatial data analysis.
Type of course
Course coordinators
Learning outcomes
Knowledge: Knows and understands:
WG_1 - to the extent necessary for existing paradigms to be revised - a worldwide body of work, covering theoretical foundations as well as general and selected specific issues - relevant to a particular discipline within the social sciences
Participants will gain knowledge of advanced econometric methods and their limitations. They will learn and master the most important concepts used in advanced econometrics.
WG_2 - main development trends of the scientific or artistic disciplines which are the object of studies
Participants will gain knowledge of advanced econometric methods and their limitations. They will learn and master the most important concepts used in advanced econometrics.
WG_3 - scientific research methodology in the field of the social sciences
The student will gain knowledge of the most important methodological problems related to empirical research in economics.
Skills: Can
UW_1 - use knowledge of various scientific or artistic disciplines to creatively identify, formulate and innovatively solve complex problems or perform research tasks, and specifically: define the purpose and subject of research and formulate a research hypothesis, develop and creatively use research methods, techniques and tools, draw conclusions from research results
The student will gain knowledge about the potential applications of econometric tools in quantitative research. The ability to formulate research hypotheses so that they can be verified using econometric tools.
UW_2 - make a critical analysis and evaluation of the results of scientific research, expert activity and other creative works and their contribution to the development of knowledge
The student will gain the ability to notice potential problems related to the specificity of data used in quantitative research in economics. In particular, they will acquire the ability to assess whether the conclusions obtained on the basis of a given set of data and using specific data are actually justified.
Social competences: Is ready to:
KK_1 - critically evaluating achievements within a given scientific discipline in the field of the social sciences
The student will be ready to critically evaluate the results of empirical research in economics.
KK_2 - critically assessing one's own contribution to the development of a scientific discipline
The student will be ready to evaluate the limitations of his or her own empirical study and will understand how important it is to explain these limitations in the conclusions formulated.
KK_3 - recognising the importance of knowledge in solving cognitive and practical problems within a specific discipline in the field of the social sciences
The student understands how important it is to verify conclusions in the field of economic research based on the analysis of empirical data, but also understands the limitations associated with such inference.
Assessment criteria
Description of requirements related to participation in classes, including the
permitted number of explained absences: participation is obligatory, permitted number of explained absences: 3;
Principles for passing the classes and the subject (including resit session): passing exam, resit exam in the resit session.
Methods for the verification of learning outcomes; Written or oral credit: written exam
Evaluation criteria: exam grade
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: