Econometrics II

Course unit title

Econometrics II

Course unit code

EKK303

Type of course unit (compulsory, optional)

Compulsory

Level of course unit (according to

EQF: first cycle Bachelor, second cycle Master)

First cycle Bachelor

Year of study when the course unit is delivered

(if applicable)

Years 3

Semester/trimester when the course unit is delivered

Semester 5

Number of ECTS credits allocated

3 credits (4.8 ECTS)

Name of lecturer(s)

Rossanto Dwi Handoyo, Ph.D.

Unggul Heriqbaldi, Dr.

Dyah Wulan Sari, Ph.D.

Bambang Eko Afiatno, Ph.D.

Rumayya, Ph.D.

M. Khoirul Mubin, M.Sc.

Martha Ranggi P, MIDEC

Magdalena Dumauli T, M.Ec.

Shochrul R A, M.Ec.

Learning outcomes of the course unit

Students have data literacy, understanding ability to read, analyze, use data and information (big data) in the digital world, and analyze the economy quantitatively

Mode of delivery (face-to-face, distance learning)

Face to face (offline) and or distance learning (online)

Prerequisites and co-requisites (if applicable)

Econometrics I, Introduction of Microeconomics, Introduction of Macroeconomics, Mathematical Economics I, Statistics I

Course content

This course discusses analytical tools in quantitative form based on economics, mathematics, and statistics. The topic discussed in this lecture focuses on regression analysis that captures causality (functional) relationships. In more detail, this course material is a continuation of Econometrics I, which includes a review of Econometrics I material, time-sequence models including ARIMA models, bivariate and multivariate (VAR) models, Error Correction Model (ECM), models Vector Error Correction Model (VECM), followed by a model using panel data, simultaneous equations, and probit/logit models

Recommended or required

reading and other learning resources/tools

Gujarati, Damodar N. 2008. Basic Econometrics, fifth Edition. New York: McGraw-Hill International Edition.

Wooldridge, Jeffrey M., 2013, Introduction Econometrics: A Modern Approach, Fifth Edition, Thomson South-Western International Edition.

Greene, William H. 2003. Econometric Analysis, Fifth Edition. New Jersey: Prentice Hall, Inc.

Pindyck, Robert S. dan Rubinfeld, Daniel L. 1998. Econometric Models and Economic Forecasts, Fourth Edition. New York: McGraw-Hill.

Enders, Walter. 2004. Applied Econometric Time Series, Second Ed. New York: John Wiley & Sons.  WE).

Planned learning activities and teaching methods

Lectures, discussions, case studies, paper, tutorial.

Language of instruction

In Bahasa (Indonesian Language) and English

Assessment methods and criteria

Mid-exam, final-exam, and individual paper