Challenges and modern approach in statistics and econometrics
Informacje ogólne
Kod przedmiotu: | 2400-ZEWW883 |
Kod Erasmus / ISCED: |
14.3
|
Nazwa przedmiotu: | Challenges and modern approach in statistics and econometrics |
Jednostka: | Wydział Nauk Ekonomicznych |
Grupy: |
Anglojęzyczna oferta zajęć WNE UW Przedmioty kierunkowe dla Data Science Przedmioty kierunkowe do wyboru - studia II stopnia IE - grupa 2 (2*30h) |
Punkty ECTS i inne: |
(brak)
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Język prowadzenia: | angielski |
Rodzaj przedmiotu: | nieobowiązkowe |
Skrócony opis: | |
Pełny opis: |
(tylko po angielsku) The following topics will be covered: Topic 0. Econometrics Background 0.1 Estimation (OLS, MLE, MM, GMM, ME, EL) 0.2 Testing (NP Lemma, MP tests, LMP tests, RS test) Topic 1. History of Spatial Analysis 1.1 Spatial (Space) Big Picture: From the Big Bang to Pre-history to Human Civilization to Black Hole 1.2. Spatial Analysis in Time of Cholera: Work of Dr. John Snow (1854). The very first RCT. 1.3. Design of Experiments and Sample Survey: Work of Fisher and Mahalanobis (1920-1950) 1.4. First Formal Paper on Spatial Analysis: PAP Moran (1948) 1.5. An Example: Crime in Colombus Topic 2. Theory of Spatial Analysis 2.1. Why (Spatial) Dependence Matter? 2.2. Contrast between Time-Series and Spatial Dependence 2.3. Different Spatial Models Topic 3. Testing Spatial Models 3.1. Moran I Test (Theory) 3.2. General Theory of Testing (LR, W and RS/LM) 3.3. Testing Misspecified Models 3.4. Specification Tests for Spatial Models Topic 4. Applications of Spatial Analysis 4.1. A catalogue of various applications 4.2 Applications of Spatial Analysis to Analyze House Prices (Boston, MA, USA) 4.3. Applications of Spatial Analysis to House Price Returns (Chicago, IL, USA) 4.4. Applications of Spatial Analysis to Regional Growth Convergence (of 61 countries) 4.5. Applications to Data from European Countries 4.6 RCT Under Spatial Dependence |
Efekty uczenia się: |
(tylko po angielsku) Lecture Notes: I will not follow any textbook. For your convenience papers/notes on the course will be made available. As you will notice, the subject matter is somewhat dry and mechanical. We will try to make things livelier by analyzing some interesting data sets and contemporary real-world problems. |
Metody i kryteria oceniania: |
(tylko po angielsku) Passing rules: active participation in classes and written assignement will be the basis of grading. |
Właścicielem praw autorskich jest Uniwersytet Warszawski, Wydział Nauk Ekonomicznych.