Courses for Exchange Students (ECTS) 2018/2019
|
|
Economics, Financial Econometrics, Second Cycle |
| Spring week 04 (2019) - 13 (2019) | Appl.code: 21097 |
|
Full-time, daytime class |
|
ECTS credits: 15 |
|
Level of education: Second Cycle (master level) |
|
Level: A1F |
|
Prerequisites: First-cycle courses of 75 credits in Economics including an independent project of 15 credits. Basic Statistics, 15 Credits and the course Statistics, Introductury mathematics for statisticians, Basic Course, 7.5 credits or the course Economics, Mathematics for Statistical and Economic Analysis, Second Cycle, 7.5 credits. |
|
Content: This course cover statistical and econometric models with a focus on applications in Finance. Multiple linear regression with cross-section, time series and panel data, foundations of time series analysis with ARIMA models, unit roots, multivariate time series models, co-integration and models suited for financial data is covered in the course.
The course overlaps with: Statistics, Econometrics, Intermediate Course, 7.5 ECTS credits and Statistics, Time Series Analysis and Forecasting, Intermediate Course, 7.5 ECTS credits |
| Teaching Methods: Lectures and computer labs. |
| Course Coordinator: Sune Karlsson |
| Course Syllabus: Spring 2019 |
| School: Örebro University School of Business |