Blanka Škrabić Perić
Chair:
E-mail: blanka.skrabic@efst.hr
Phone:
Poslijediplomski specijalistički studij
Courses
Poslijediplomski studij - Doktorski studij
Napredna ekonometrija
VREMENSKE SERIJE
1. Difference equations, Univariate time series, Stationary and integrated processes, ARIMAX models, GARCH models, Unit root tests, Vector autoregressive and error correction models, Estimation and Model specification, Uses of multiple time series models, Causality Analysis, Impulse response analysis, Forecast error variance decomposition
DINAMIČKI PANELI
2. Arellano and Bond estimator, Blundell and bond estimator, Least Squares Dummy Variable corrected (LSDVc) estimator, Heterogeneous dynamic panel data models (MG i PMG)
DIFFERENCE-IN-DIFFERENCES I SYNTHETIC CONTROL ESTIMATOR
3. The Mechanism of Difference-in-Differences, Difference-in-Differences as a Policy and Program Evaluation Technique, Synthetic Control Estimator, Model Construction and Estimation, Parametric Synthetic Control Estimates with Nested Optimization, Small-Sample vs. Large-Sample and Big-Data Case Studies
1. Difference equations, Univariate time series, Stationary and integrated processes, ARIMAX models, GARCH models, Unit root tests, Vector autoregressive and error correction models, Estimation and Model specification, Uses of multiple time series models, Causality Analysis, Impulse response analysis, Forecast error variance decomposition
DINAMIČKI PANELI
2. Arellano and Bond estimator, Blundell and bond estimator, Least Squares Dummy Variable corrected (LSDVc) estimator, Heterogeneous dynamic panel data models (MG i PMG)
DIFFERENCE-IN-DIFFERENCES I SYNTHETIC CONTROL ESTIMATOR
3. The Mechanism of Difference-in-Differences, Difference-in-Differences as a Policy and Program Evaluation Technique, Synthetic Control Estimator, Model Construction and Estimation, Parametric Synthetic Control Estimates with Nested Optimization, Small-Sample vs. Large-Sample and Big-Data Case Studies
Advanced econometrics
1. TIME SERIES PART
Difference equations, Univariate time series, Stationary and integrated processes, ARIMAX models, GARCH models, Unit root tests, Vector autoregressive and error correction models, Estimation and Model specification, Uses of multiple time series models, Causality Analysis, Impulse response analysis, Forecast error variance decomposition
2. PANEL DATA PART
Arellano and Bond estimator, Blundell and bond estimator, Least Squares Dummy Variable corrected (LSDVc) estimator, Heterogeneous dynamic panel data models (MG i PMG)
3. DIFFERENCE-IN-DIFFERENCES AND SYNTHETIC CONTROL ESTIMATOR PART
The Mechanism of Difference-in-Differences, Difference-in-Differences as a Policy and Program Evaluation Technique, Synthetic Control Estimator, Model Construction and Estimation, Parametric Synthetic Control Estimates with Nested Optimization, Small-Sample vs. Large-Sample and Big-Data Case Studies
Difference equations, Univariate time series, Stationary and integrated processes, ARIMAX models, GARCH models, Unit root tests, Vector autoregressive and error correction models, Estimation and Model specification, Uses of multiple time series models, Causality Analysis, Impulse response analysis, Forecast error variance decomposition
2. PANEL DATA PART
Arellano and Bond estimator, Blundell and bond estimator, Least Squares Dummy Variable corrected (LSDVc) estimator, Heterogeneous dynamic panel data models (MG i PMG)
3. DIFFERENCE-IN-DIFFERENCES AND SYNTHETIC CONTROL ESTIMATOR PART
The Mechanism of Difference-in-Differences, Difference-in-Differences as a Policy and Program Evaluation Technique, Synthetic Control Estimator, Model Construction and Estimation, Parametric Synthetic Control Estimates with Nested Optimization, Small-Sample vs. Large-Sample and Big-Data Case Studies
