Econometric Theory

7.5 credits

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.

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