Course NA3011

Econometrics

7.5 Credits
Second Cycle
To Syllabus

Starts week 46, 2024

Overall objective of the course is that the student acquire skills to design advanced econometric models using economic theory, data and econometric software. The students should after the course be able to:

  • Derive estimators such as ordinary and weighted least squares, moment and maximum likelihood. (1)
  • Choosing between alternative model specifications based on appropriate statistical tests. (2)
  • Identify endogeneity problem and possible solutions. (3)
  • Explain and interpret models such as Logit, Probit and Tobit. (4)
  • Explain and interpret the uni-and multivariate time series models. (5)
  • Explain and interpret basic panel data models. (6)
  • Motivate the application of a specific ekonomteric model. (7)
  • Estimate and interpret models such as linear regression, Logit, Probit, Tobit, ARMA, Fixed and random effects panel data models. (8)
  • Utilize scientific articles that apply econometric methods. (9)
  • Apply econometric methods and report and present the results in a structured and linguistically correct mannor. (10)
Starts and ends:
week 46, 2024 - week 3, 2025
Study Rate:
50%
Location:
Borlänge
Time of Day:
Day
Teaching form:
Normal
Language:
English
Other:
P: Course only offered as part of programme.
Entry Qualifications :
  • Introductory Econometrics, 7.5 credits and Microeconomics First Cycle 7,5 credits
Selection :
Guaranteed admission
Application Code:
HDA-H3HZN
Main field of study:
Tuition Fee
First Tuition Fee Installment:
16,875 SEK
Total Tuition Fee:
16,875 SEK
EU/EEA Citizens or exchange students are not required to pay fees.
Information on application and tuition fees: www.universityadmissions.se.
Closed for late application
Literature List

Literature lists are published at the latest one month ahead of the course start date.

To Literature List
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Course Coordinator
Reza Mortazavi
Reza Mortazavi