SemesterFall Semester, 2025
DepartmentPhD Program of Money and Banking, First Year
Course NameAdvanced Econometrics
InstructorVINCENT KENDRO
Credit3.0
Course TypeRequired
Prerequisite
Course Objective
Course Description
Course Schedule














































































































































Week Topic Content and Reading Assignment Teaching Activities and Homework Student workload expectation
In-class Hours Outside-of-class Hours
1 Class introduction     3 0
2 Review of Linear Algebra Lecture notes Lecture 3 0
3 Linear regression (I) Lecture notes Lecture 3 3
4 Linear regression (II) Lecture notes Lecture 3 3
5 Forecast evaluation (I) Lecture notes Lecture 3 3
6 Forecast evaluation (II) Lecture notes Lecture 3 3
7 Dimension reduction Lecture notes Lecture 3 3
8 Regularization Lecture notes Lecture 3 3
9 Midterm Exam   Exam 3 6
10 Panel data Lecture notes Lecture 3 3
11 Maximum likelihood Lecture notes Lecture 3 3
12 Generalized method of moments Lecture notes Lecture 3 3
13 Instrumental variables Lecture notes Lecture 3 3
14 Boosting Lecture notes Lecture 3 3
15 Multiple testing Lecture notes Lecture 3 3
16 Final Exam   Exam 3 6

Teaching Methods
Teaching Assistant
Requirement/Grading

  1. Midterm exam (25%)

  2. Paper presentation (25%)

  3. Final exam (25%)

  4. Final project (25%)


Textbook & Reference
Urls about Course
Attachment