Advanced Econometrics

7.5 credits

Syllabus, Master's level, 2ST123

Code
2ST123
Education cycle
Second cycle
Main field(s) of study and in-depth level
Statistics A1N
Grading system
Pass with distinction (VG), Pass (G), Fail (U)
Finalised by
The Department Board, 14 October 2022
Responsible department
Department of Statistics

Entry requirements

120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science.

Learning outcomes

After completing the course the student is expected to:

know and be able to use software for the purpose of analysing econometric models and economic data,

have a solid knowledge about statistical theory and methodology, especially regarding economic applications,

be able to estimate and interpret econometric models.

Content

Regression analysis, estimation and inference, properties

assumption for estimation, consequences and detection.

Asymptotics for estimators and tests

Resampling

Multivariate regression

Instrumental variable

Binary dependent variables

GMM

Instruction

Instruction is given in the form of in-class lectures, computer exercises, and seminars.

Assessment

The examination takes place through a written examination and/or through written and/or oral presentation of take-home assignments.

"If there are special reasons for doing so, an examiner may make an exception from the method of assessment indicated and allow a student to be assessed by another method. An example of special reasons might be a certificate regarding special pedagogical support from the University's disability coordinator."

Other directives

The course is included in the Master´s programme in statistics.

FOLLOW UPPSALA UNIVERSITY ON

facebook
instagram
twitter
youtube
linkedin