Syllabus for Econometrics
A revised version of the syllabus is available.
- 7.5 credits
- Course code: 2ST092
- Education cycle: First cycle
Main field(s) of study and in-depth level:
- Grading system: Fail (U), Pass (G), Pass with distinction (VG)
- Established: 2007-05-31
- Established by: The Faculty Board of Social Sciences
- Revised: 2010-12-17
- Revised by: The Department Board
- Applies from: Spring 2011
30 credits in statistics
- Responsible department: Department of Statistics
A student that has completed the course should
- have deeper knowledge of statistical theory and methodology particularly in economical and social science applications
- be able to estimate models for cross-sectional data and time series data
be able to interpret the results of an implemented model adaptation
- be aware of limitations and common sources of errors in the analysis
- have ability to present results in oral and written form.
General about econometric models and their application within economic planning. Linear-regression models with one or several explanatory variables. Nonlinear models. Estimation and hypothesis testing. Gauss-Markovs Nonlinear theorem. Heteroscedasticity and autocorrelation. Multicollinearity. Measurement errors. Instrumental variables. Dummy variables. Models with a dichotomous variable as dependent variable: LPM - and the Logit-model. Simultaneous equation models: the simultanity bias, identification. The two-stage least square method.
The examination comprises a written test at the end of the course and compulsory assignments, (laboratory sessions). Three grades are awarded for the course: not passed, passed, and passed with distinction.
Applies from: Autumn 2017
Some titles may be available electronically through the University library.
Hall, S. G.
3rd Edition: London: Palgrave Macmillan, 2016.
Reading list revisions
- Latest reading list (applies from Autumn 2017)
- Previous reading list (applies from Spring 2011)