Econometric Theory
Syllabus, Master's level, 2NE905
- Code
- 2NE905
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Economics A1F
- Grading system
- Fail (F), Sufficient (E), Satisfactory (D), Good (C), Very good (B), Excellent (A)
- Finalised by
- The Department Board, 16 May 2023
- Responsible department
- Department of Economics
Entry requirements
A Bachelor's degree, equivalent to a Swedish Kandidatexamen, from an internationally recognised university. Also required is 60 credits in economics and 15 credits in statistics (or a closely related subject).
Learning outcomes
The aim of this course is to provide students with understanding of basic concepts in probability and statistics, as well as knowledge of common econometric methods used in empirical economic research.
Content
The course will cover probability theory, inference and econometrics. The probability theory part covers laws of probability, expected values, multivariate distributions and probability density functions. The inference part covers sampling distributions, the central limit theorem and large-sample hypothesis tests. The econometrics part covers in particular ordinary least squares, nonlinear regression and an introduction to maximum likelihood and the method of moments. The course will also include history of social scientific thought.
Assessment
Written exam.