Macroeconomics II: Dynamic optimization in models with a representative agent
This is the second in a sequence of three courses dedicated to econometrics. In the previous course you refreshed your knowledge of statistics and prepared yourself of the study of econometric methods. In this course you will continue discovering the various applications of econometric analysis. The first part of the courses will focus on extending the results from the simple linear regression analysis to a multiple regression model. Specifically we will consider estimation, hypothesis testing, forecasting and prediction, confidence intervals, etc. in the multiple regression setting along with a variety of practical applications. In the second part of the course we will focus on relaxing central assumptions of the classical linear model and see how these changes will affect the estimation and inference.