Econometrics
This course gives you a in-depth knowledge within regression and time series analysis, with examples from economial data. You will learn how to make forecasts, which is needed within descion making and societal planning.
It is important for a statistician to be able to understand and analyse time series data. In this course you will learn how to estimate common econometric models and to choose the model that is best suited for the data.
After taking this course you will be able to express economic and financial theory within an econometric model. You will also be able to estimate common econometric models, analyse the results and be aware of limitations and possible sources of errors in the analysis.
The course also provides you knowledge of applications of statistical methods within econometrics and knowledge of using statistical software.
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Course structure
The course is given at day time, full time.
Teaching format
The teaching forms consist of lectures and exercises.
Course information
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Course description vt-23 (212 Kb)
- Old exams
More information for registered students will be found in Athena.
Assessment
Examination will be in the form of written tests and written reports of compulsory exercises.
Examiner
Teachers spring 2023
Course coordinators
You will find the teachers reception hours in the link above. If you want to visit outside their reception hours, you are welcome to e-mail for an appointment.
Teaching assistants spring 2023
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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. -
Course literature
Note that the course literature can be changed up to two months before the start of the course. -
Course reports
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Contact
If you have questions about the course, please contact the course coordinators:
Teachers spring 2023
Course coordinators
You will find the teachers reception hours in the link above. If you want to visit outside their reception hours, you are welcome to e-mail for an appointment.
If you have questions about studying at the Department of Statistics, please contact our study- and career counselor.
Teaching assistants spring 2023
