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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.


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


    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
    Studievägledare grundnivå och lärare
    Studierektor grundnivå och avancerad nivå