AGR6123: Advanced Econometrics

The main purpose of this course is to increase the understanding of econometrics and its usages in various analyses. It allows students to be more acquainted with practical consequences of violation of assumptions such as heteroscedasticity, autocorrelation. The course takes an extra mile compared to econometrics 1 obtained at undergraduate and introduces other new concepts that are linked to the analysis of limited dependent variables (for the case of discrete choice models) and the impact assessment of programs and policies using econometrics. The course gives an opportunity for more advanced   practical analysis using some case studies applied to Rwanda so as to testing of various assumptions learn from the theoretical part of the course with the application of Stata package for data processing and analysis.