About Econometrics II
This course is a continuation of Econometrics I. It aims at introducing the theory (and practice) of regression on qualitative information, time series and panel data econometrics as well as simultaneous equation modelling. It first makes an introduction to the basic concepts in qualitative information modelling such as dummy variable regression 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 introduction to simultaneous equation modelling with alternative estimation methods. Introductory pooled cross-sectional and panel data models will finally be highlighted. All of these theoretical concepts will also be complemented by computer lab practicals using statistical packages such as STATA, EViews, PcGive, etc. applied on available Ethiopian/international data.