Dear students,

Welcome on the online learning page for Econometrics II! 

This course aims at introducing students to the theory (and practice) of regression on qualitative information, time series and panel data econometrics, and simultaneous equation modeling. It first makes an introduction to the basic concepts in qualitative information modeling, such as regression with dummy variable regressors and binary choice models (LPM, Logit and Probit). Elementary time series models, estimations and tests for both stationary and non-stationary data will then be discussed. It also covers an introduction to simultaneous equation modeling with alternative estimation methods. Introductory panel data models and analysis will finally be highlighted. If we get access to computer labs, all of these theoretical concepts will be complemented by computer lab practices using statistical packages such as STATA and EViews, applied on available Ethiopian and international data. 

Have fun doing econometrics!