Introductory econometrics

Education facts

Code: NA1031

The course covers the basic tools of estimation, inference, forecasting and deals primarily with least squares methods of estimation. The student acquires knowledge and skills to analyze economic relationships using economic theory and data with econometric software. The course starts with a review of basic statistical concepts. Different kinds of economic data are defined. The distinction between an economic model and an econometric model is stressed. The simple and multiple regression models are introduced. The ordinary least squares method of estimation and its properties are presented. Statistical significance testing and inference are explained. The limitations of the ordinary least squares method of estimation in cases of multicollinearity, heteroskedasticity and autocorrelation are covered. Logit and probit models are discussed.

Entry requirements

Microeconomics - Undergraduate Course 7,5 credits Introductory Macroeconomics - Undergraduate Course, 7,5 credits Statistics, 7.5 credits or equivalent knowledge

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Introductory econometrics

  Dalarna University

  Start date: 9 November 2026

  End date: 17 January 2027

  Pace of study: 50 %