Courses for Exchange Students (ECTS) 2018/2019
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Statistics, Econometrics, Second Cycle |
| Autumn week 46 (2018) - 03 (2019) | Appl.code: 21042 |
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Part-time, daytime class |
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ECTS credits: 7.5 |
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Level of education: Second Cycle (master level) |
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Level: A1F |
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Prerequisites: First-cycle courses of 90 credits in statistics, including an independent project of 15 credits, alternatively 30 credits are for studies in statistics and 60 credits for mathematics, as well as the course Statistics, Statistical Theory, second cycle, 7.5 credits, or first-cycle courses of 90 credits in economics, including an independent project of 15 credits as well as courses of 60 credits in statistics and the course Statistics, Statistical Theory, second cycle, 7.5 credits. The applicant must also have qualifications corresponding to the course "English 6" or "English B" from the Swedish Upper Secondary School. |
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Content: This course covers basic methods and methodoligical issues in regression analysis and econometrics. The following topics are central to the course: 1) linear regressions, small sample properties (OLS, GLS), asymptotic properties, robust variance estimation, 2) endogeneity, instrumental variables (IV) and generalized method of moments (GMM) estimators 3) systems of equations. In addition models for time series, panel data and limited dependent variablers are introduced.
Assessments: The course can be assessed through written examination, take-home examination, compulsory course components, paper, essay and/or oral examination. |
| Teaching Methods: Lectures and computer labs. |
| Course Coordinator: Nicklas Pettersson |
| Course Syllabus: Autumn 2018 |
| School: Örebro University School of Business |