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Econometrics

  • 15 credits

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.

  • Course structure

    The course is given at day time, full time.

    Teaching format

    The teaching forms consist of lectures and exercises.

    Course information

    More information for registered students will be found in Athena.

    Assessment

    Examination will be in the form of writtentests and written reports of compulsory exercises.

    Examiner

    Teachers spring 2020

    Course coordinator

    Jörgen Säve-Söderbergh

    You will find Järgen's reception hours in the link above. If you want to visit Jörgen outside of his reception hours, you are welcome to e-mail him for an appointment.

  • Contact

    If you have questions about the course, please contact the cours coordinator:

    Teachers spring 2020

    Course coordinator

    Jörgen Säve-Söderbergh

    You will find Järgen's reception hours in the link above. If you want to visit Jörgen outside of his reception hours, you are welcome to e-mail him for an appointment.

    If you have questions about studying at the Department of Statistics, please contact our study- and career counselor: Jenny Rosen.