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Econometrics 3b: Time Series Data

  • 7.5 credits

Course within the Masterprogramme in Economics.

This course introduces students to the basic knowledge and tools needed for the statistical analysis of time series data. The course is a mixture of lectures and exercises in the computer lab together with the instructor, with a strong emphasis on learning by doing. After completing this course, students should be able to continue studying time series analysis at the level of a second-year graduate course or begin working with analysis of time series data for a company or government agency.

  • Course structure

    This is a 7.5 credit course.

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

    Teaching format

    Instruction will be in the form of lectures and hands-on exercises in the computer lab. The course will be inEnglish.


    The examination consists of:

    • Three assignments carried out in groups of two,
    • compulsory pre-seminar at the end of the course, where each student verbally discusses a preliminaryversionof the course essay, and
    • individually completed course essay


    Examiner and Course director:

    Michael Lundholm

  • Course literature

    Note that the course literature can be changed up to two months before the start of the course.
    • Stock & Watson, Introduction to Econometrics
    • Articles
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