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Econometric Theory, 7.5 credits
Ekonometrisk teori, 7.5 hp
730A07
Main field of study
EconomicsCourse level
Second cycleCourse type
Single subject and programme courseDirector of studies or equivalent
Göran HäggECV = Elective / Compulsory / Voluntary
| Course offered for | Semester | Weeks | Language | Campus | ECV | |
|---|---|---|---|---|---|---|
| F7YEK | Business and Economics Programme | 7 (Autumn 2016) | Swedish | Linköping | E | |
| F7YEI | International Business and Economics Programme | 7 (Autumn 2016) | Swedish | Linköping | E | |
Main field of study
EconomicsCourse level
Second cycleAdvancement level
A1XCourse offered for
- Business and Economics Programme
- International Business and Economics Programme
Entry requirements
For admission to the course, completed Economics 3, or the equivalent, is required as well as completed basic course in Econometrics, comprising 7.5 HE credits, or the equivalent knowledge.Intended learning outcomes
On completion of the course, the student should be able to:
- independently carry out econometric studies by means of the most relevant econometric method for the issue.
- apply econometric modelling within different fields, such as microeconomics, macroeconomics and financial economics.
- theoretically analyse the most common problems in econometric studies, based on cross-section data, panel data or time series data.
Course content
The course covers central issues within econometric diagnostic work and research. The basic linear regression model is severely limited in its applications. This course continues with the aim that the participants after the course should analyse independently and in a practical way carry out advanced econometric studies at the level that the labour market requires. Econometric theory of modelling, estimation and testing of models and economic hypotheses are covered in the course. The following econometric methods and problems are covered in the course: Tobit models, logit/probit models, sample selection problems, panel data methods, basic time series modelling, inference problems when using non-stationary data, error correction models, vector autoregressive models, Vector Error Correction Models, tests for integrated data, identification and simultaneity problems, causality tests, modelling of variances through so called GARCH models.
Teaching and working methods
The course is read in parallel with the course Econometric Analysis. This course, Econometric theory, contains lectures. The course in Econometric analysis consists of practical applications.
Examination
The course is completed with a written examination. Detailed information can be found in the study guide or on the course website.
Grades
Three-grade scale, U, G, VGOther information
Planning and implementation of a course must take its starting point in the wording of the syllabus. The course evaluation included in each course must therefore take up the question how well the course agrees with the syllabus. The course is carried out in such a way that both men´s and women´s experience and knowledge is made visible and developed.Department
Institutionen för ekonomisk och industriell utvecklingNo examination details is to be found.
Course literature is preliminary.
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