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Empirical Methods in Economics IIb

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. This course is given in English.

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.

This course replaces Empirical Methods in Economics 3 with course code EC2405.

  • Course structure

    This is a 7.5 credit course.

    The language of instruction is English.

    Course material will be available through the learning platform Athena during the course.

    Teaching format

    Lectures, exercises and individual studies in computer labs. The term paper is discussed at a pre-seminar before final submission.

    Assessment

    Written assignments, term paper, and oral review of another student’s term paper at a pre-seminar.

    Examiner

    Examiner and Course director:
    Michael Lundholm.

  • Schedule

    The schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course.

  • Contact

    Kursadministratör nationalekonomi II/III
    Svetlana Nygren
    economics2@ne.su.se
    08-16 30 38
    • Phone hours

    • Mån-tor kl. 12.30-13.30

    • Irregular office hours

    • Besökstid enligt överenskommelse, via e-post eller telefon.

    Studievägledare grundnivå och lärare
    Mårten Larsson

    Lärare

    marten.larsson@su.se
    08-16 42 41
    Mårten Larsson
    • Visiting address

    • A-huset, rum A617

    • Frågor om:

    • Behörighet, antagning och tillgodoräknande på grundnivå

    • Phone hours

    • Mån-tor kl. 12.30-13.30

    • Irregular office hours

    • Besökstiderna utgår tills vidare.

      Välkommen att kontakta oss via e-post eller telefon.

    Studierektor grundnivå och avancerad nivå
    Adam Jacobsson

    Doktor

    adam.jacobsson@su.se
    08-16 17 56
    Adam Jacobsson
    • Visiting address

    • A-huset, rum A791

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