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SYLLABUS

Econometrics , 7,5 ECTS Credits

COURSE CATEGORY   Fristående kurs MAIN FIELD OF STUDY   Economics - NAA SUBJECT AREA   Economics - NA1   COURSE CODE   730G85

AIM OF THE COURSE

On completion of the course, the student should be able to - account for basic econometric model formulations and the implications of different underlying model assumptions - account for the most commonly occurring estimation methods and for how different model formulations and characteristics of various types of data influence choice of estimation method - interpret the results of implemented estimates of both micro and macroeconomic models and test different hypotheses with relevance to the models that have been taxed

CONTENTS

The course contains the following parts: - The classical linear regression model and different abnormalities from this model - Estimation methods for linear regression models - Properties at various types of data - models of discrete choices - Simultaneous equation systems - Hypothesis testing for deviations from underlying model assumptions and for occurrence of different economic relationships - Computer exercises

TEACHING

The teaching takes the form of lectures and computer exercises. The students should also study independently.

EXAMINATION

Final written examination. Written assignments in the form of computer exercises. Detailed information can be found in the study guide. Students failing an exam covering either the entire course or part of the course two times are entitled to have a new examiner appointed for the reexamination. Students who have passed an examination may not retake it in order to improve their grades.

ADMISSION REQUIREMENTS

Completed Economics, basic course comprising 30 HE credits, or the equivalent and completed Economics, continuation course comprising 30 HE credits, or the equivalent with at least 45 HE credits approved, where the module Mathematical Methods in Economics, or the equivalent, should be included in Economics 2.

GRADING

A grade of Pass with Credit, Pass or Fail is given for the course

CERTIFICATE

Course certificate is issued by the Faculty Board on request. The Department provides a special form which should be submitted to the Student Affairs Division.

COURSE LITERATURE

The course literature is decided upon by the department in question.

OTHER INFORMATION

Planning and implementation of a course must take its starting point in the wording of the syllabus. The course evaluation included in each course must therefore take up the question how well the course agrees with the syllabus. The course is carried out in such a way that both men´s and women´s experience and knowledge is made visible and developed.

Econometrics Ekonometri   Department responsible for the course or equivalent: IEI - Department of Management and Engineering             Registrar No: 2010-00180   Course Code: 730G85           Exam codes: see Local Computer System       Subject/Subject Area : Economics - NAA                       Level   Education level     Subject Area Code   Field of Education   G2X   Basic level     NAA   SA   The syllabus was approved by the Board of Faculty of Arts and Science 2011-02-18 Latest revision 2011-11-18