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Empirical methods in economics 3

  • 7.5 credits

The course aims to provide students with a deeper understanding of the statistical methods used in the empirical analysis of economic problems involving time-series data. The course includes the following methods: OLS with time-series data, auto-correlation, deterministic trend, seasonality, structural breaks, robust inference for heteroscedasticity and autocorrelation, stationarity, stochastic trend, ADF tests, autoregressive models, maximum-likelihood estimation, information criteria, moving-average models, ARIMA models, co-integration and error-correction models, forecasting, Granger causality and forecast evaluation.

Further course information will appear soon on this page. Until then, information can be found on the department website.
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