Econometrics

Utbildningsfakta

Kod: NA3011

The course starts with the derivation of the least squares estimator (OLS). OLS properties are discussed using the classical Gauss-Markov assumptions. The generalized least squares method (GLS) is presented for cases where the simplifying assumptions do not hold. Various issues regarding model specification such as the appropriate functional form are reviewed. Simultaneous equation models are discussed in connection to instrumental variable estimators. The maximum likelihood estimator is introduced in connection to the estimation of the Logit, Probit and Tobbit models. Time Series Models and issues such as nonstationarity and unit root tests are discussed. Estimation and interpretation of the uni-and multivariate time series models are reviewed. Panel data and estimation and interpretation of the fixed and random effects models are discussed.

Behörighet

Introductory Econometrics, 7.5 credits and Microeconomics First Cycle 7,5 credits

Utbildningstillfällen

Varje tillfälle har egna datum och villkor. Avslutade tillfällen behålls som historik och innebär inte att en ny ansökan är öppen.

• Econometrics

  Dalarna University

  Borlänge

  Startdatum: 8 november 2027

  Slutdatum: 16 januari 2028

  Studietakt: 50 %