Econometrics I D12

Utbildningsfakta

Kod: 2NE005

The course covers the fundamental methods and concepts in econometrics, with a focus on: linear regression model, extensions to limited dependent variables (LDVs), notions of causality and endogeneity in econometrics and its simplest implementations in the Instrumental Variables (IV) and Difference-in-Difference frameworks. The role of basic assumptions for estimation, model specification and statistical inference are studied in the context of these models. The estimation frameworks emphasized are Least Squares (LS), including Generalized Least Squares (GLS), and Maximum Likelihood (ML). Fundamental tools of estimation and inference are developed in these frameworks, and applied to specific models. For many frameworks, including the linear LS case, the consequences for estimation and statistical inference of frequently appearing deviations from the standard assumptions are also considered. Some of the introduced concepts and frameworks will be illustrated with simple applications using Stata. The course will conclude with a brief introduction to specific methods for panel data or for dealing with endogeneity.

Behörighet

90 credits of which 75 credits in economics including 15 credits bachelor courses (G2F). Additionally, Mathematical Economics I D7 or the equivalent. Proficiency in English equivalent to the Swedish upper secondary course English 6/level 2.

Utbildningstillfällen

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

• Econometrics I D12

  Umeå University

  Startdatum: 30 september 2026

  Slutdatum: 1 november 2026

  Studietakt: 100 %