It is important for a statistician to be able to understand and analyse time series data. In this course you will learn how to estimate common econometric models and to choose the model that is best suited for the data.

After taking this course you will be able to express economic and financial theory within an econometric model. You will also be able to estimate common econometric models, analyse the results and be aware of limitations and possible sources of errors in the analysis.

The course also provides you knowledge of applications of statistical methods within econometrics and knowledge of using statistical software.

Prerequisites and special admittance requirements: Statistical Theory with Applications, first level, 15 ECTS credits or equivalent
Language: English

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Course information

More information for registered students will be found in Athena.

Teachers spring 2020

Course coordinator

Jörgen Säve-Söderbergh

You will find Järgen's reception hours in the link above. If you want to visit Jörgen outside of his reception hours, you are welcome to e-mail him for an appointment.

Teaching assistant

Jörgen Säve-Söderbergh