Econometrics with Python

Date: 5 May 2026 | Posted by: voska89

Python for Econometrics

What you'll learn

Perform regression on python
Identify and Remove violations of classical linear regression assumptions
Master Time Series Model like ARIMA, VAR, GARCH
Use of econometrics model for forecasting and decision-making

Requirements

● Basic Understanding of Econometrics but not mandatory

Description

Python for Econometrics: From Theory to Real-World Applications is a comprehensive course designed to help you master econometric concepts and apply them using Python in a practical and intuitive way. This course takes you from the fundamentals of Python programming to advanced econometric techniques, making it suitable for beginners as well as learners with some prior knowledge of economics or data analysis. You will learn how to perform regression analysis, interpret results, and understand the underlying assumptions of econometric models. The course also covers important diagnostic tests such as multicollinearity, heteroscedasticity, and autocorrelation, along with their remedies, ensuring you can build reliable and robust models.
In addition, you will explore advanced topics including logit and probit models, panel data analysis using fixed and random effects, and time series techniques such as ARIMA, VAR, and GARCH models. Special emphasis is placed on real-world applications, where you will work with datasets to perform forecasting, conduct Granger causality tests, analyze impulse response functions (IRF), and understand forecast error variance decomposition (FEVD). The course is structured to balance theory with hands-on coding using popular Python libraries like NumPy, Pandas, Statsmodels, and Matplotlib. By the end of the course, you will have the skills and confidence to build, interpret, and apply econometric models for academic research, professional projects, and data-driven decision-making.

Who this course is for

■ Students of Economics , Finance and Data Science
■ Researchers

Homepage

https://www.udemy.com/course/econometrics-with-python

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