Josip Arnerić PhD, Associate Professor
Chair:
E-mail: jarneric@efzg.hr
Phone:
Courses
Poslijediplomski studij - Doktorski studij
Kvantitativne i kvalitativne metode u znanstvenom istraživanju
EKONOMETRIJSKA ANALIZA uključuje sljedeće tematske cjeline:
1. Analiza panel podataka
2. Modeli diskretnog izbora
3. Analiza vremenskih nizova
4. Tehnike statističkog uzorkovanja
ANALIZA OMEĐIVANJA PODATAKA uključuje sljedeće tematske cjeline:
5. Osnovni modeli analize omeđivanja podataka
6. Proširenja osnovnih modela
7. Analiza prozora
8. Primjena analize omeđivanja podataka
KVALITATIVNA ANALIZA će pružiti uvid u osnove kvalitativnih istraživanja.
1. Analiza panel podataka
2. Modeli diskretnog izbora
3. Analiza vremenskih nizova
4. Tehnike statističkog uzorkovanja
ANALIZA OMEĐIVANJA PODATAKA uključuje sljedeće tematske cjeline:
5. Osnovni modeli analize omeđivanja podataka
6. Proširenja osnovnih modela
7. Analiza prozora
8. Primjena analize omeđivanja podataka
KVALITATIVNA ANALIZA će pružiti uvid u osnove kvalitativnih istraživanja.
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
Quantitative and qualitative methods in scientific research
ECONOMETRIC ANALYSIS includes the following topics:
1) Panel Data Analysis
2) Discrete Choice Models
3) Time Series Analysis
4) Statistical sampling techniques
DATA ENVELOPMENT ANALYSIS includes the following topics:
1) Basic Data Envelopment Analysis models
2) An extension of basic models
3) Window analysis
4) An application of Data Envelopment Analysis
QUALITATIVE ANALYSIS will provide basics/overview of qualitative research.
1) Panel Data Analysis
2) Discrete Choice Models
3) Time Series Analysis
4) Statistical sampling techniques
DATA ENVELOPMENT ANALYSIS includes the following topics:
1) Basic Data Envelopment Analysis models
2) An extension of basic models
3) Window analysis
4) An application of Data Envelopment Analysis
QUALITATIVE ANALYSIS will provide basics/overview of qualitative research.
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
