CASED COURSE ENROLLMENT Statistics and Econometrics with R – 05/2025
This course introduces how to use the R programming language to implement econometric methods, from basic to advanced levels. Additionally, the course provides a general overview of relevant econometric theory and how to apply it appropriately in different contexts.
Course Content
- Review of basic econometrics and R
- OLS (Ordinary Least Squares)
- 2SLS (Two-Stage Least Squares)
- GMM (Generalized Method of Moments) for nonlinear models
- MLE (Maximum Likelihood Estimation), discrete choice models for categorical variables
- Estimation models for panel data
- Basic time series models
- Other topics: Bayesian methods, Bootstrap, Monte Carlo simulations, Web scraping, Text analysis, etc.

