Courses for Exchange Students (ECTS) spring 2018
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Statistics, Financial Econometrics, Intermediate Course |
| Spring week 03 (2018) - 12 (2018) | Appl.code: 28064 |
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Full-time, daytime class |
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ECTS credits: 15 |
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Level of education: First Cycle (undergraduate level) |
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Level: G1F |
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Prerequisites: Successful completion of at least 30 credits within Statistics, including the course 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. |
| Teaching Methods: Lectures and computer labs. |
| Course Coordinator: Sune Karlsson |
| Course Syllabus: Spring 2018 |
| School: Örebro University School of Business |