Econometric Theory, 7.5 credits (730A07)

Ekonometrisk teori, 7.5 hp

Main field of study

Economics

Level

Second cycle

Course type

Programme course

Director of studies or equivalent

Göran Hägg
Course offered for Semester Weeks Language Campus VOF
F7YEK Business and Economics Programme 7 (Autumn 2016) Swedish Linköping v
F7YEI International Business and Economics Programme 7 (Autumn 2016) Swedish Linköping v

Main field of study

Economics

Course level

Second cycle

Advancement level

A1X

Course 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, VG

Other 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 utveckling
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