Econometric Theory
The course will cover probability theory, inference and econometrics. The probability theory part covers laws of probability, expected values, multivariate distributions and probability density functions. The inference part covers sampling distributions, the central limit theorem and large-sample hypothesis tests. The econometrics part covers in particular ordinary least squares, nonlinear regression and an introduction to maximum likelihood and the method of moments. The course will also include history of social scientific thought.
Information from the course leader
Welcome to the course Econometric Theory, 7.5 hp!
This course is a collaboration with Uppsala University. All education and examination will be held at Uppsala University.
You will find more updated information about the course if you click on the link below. https://www.uu.se/en/admissions/freestanding-courses/course-syllabus/?kpid=42838&type=1
Registration at SLU
Register for the course at SLU only!
When you are about to register for courses that are given by Uppsala University, you have to register at SLU.
Register for the course at SLU in Ladok Student. If there is a problem contact the administration at SLU: econ-edu@slu.se. Registration is open 2022-12-26 – 2023-01-09. After registration closes, we send a registration list to Uppsala University so they can register you manually. Please remember to register as soon as possible.
You can only get access to the course material on Studium at Uppsala University after you have registered at SLU. It may take up to a few days until you receive confirmation from Uppsala University that you can activate your student account at Uppsala University. The student account is needed to access their Ladok Student to sign up for exams. Make sure to activate your student account at SLU.
If you have any questions regarding the course, please contact studentadmin@nek.uu.se If you discontinue the course, we kindly ask you to notify econ-edu@slu.se. We will register a non-completion in Ladok and notify Uppsala University.
If you need special support, please inform the course leader or student administration at the start of the course so that special arrangements can be made.
Questions
If you have questions regarding the course content, the student account, Studium or Ladok Student at Uppsala University, please contact studentadmin@nek.uu.se. For other questions, please contact econ-edu@slu.se.
Course evaluation
The course evaluation is now closed
NA0171-30134 - Course evaluation report
Once the evaluation is closed, the course coordinator and student representative have 1 month to draft their comments. The comments will be published in the evaluation report.
Additional course evaluations for NA0171
Academic year 2023/2024
Econometric Theory (NA0171-30334)
2024-01-15 - 2024-02-14
Academic year 2021/2022
Econometric Theory (NA0171-30212)
2022-01-17 - 2022-02-17
Academic year 2020/2021
Econometric Theory (NA0171-30195)
2021-01-18 - 2021-02-17
Academic year 2019/2020
Econometric Theory (NA0171-30173)
2020-01-20 - 2020-02-19
Academic year 2018/2019
Econometric Theory (NA0171-30202)
2019-01-21 - 2019-02-20
Academic year 2017/2018
Econometric Theory (NA0171-30057)
2018-01-15 - 2018-02-18
Syllabus and other information
Syllabus
NA0171 Econometric Theory, 7.5 Credits
Econometric TheorySubjects
Economics EconomicsEducation cycle
Master’s levelModules
| Title | Credits | Code |
|---|---|---|
| Single module | 7.5 | 0201 |
Advanced study in the main field
Second cycle, has only first-cycle course/s as entry requirementsMaster’s level (A1N)
Grading scale
The grade requirements within the course grading system are set out in specific criteria. These criteria must be available by the course start at the latest.
Language
EnglishPrior knowledge
Knowledge equivalent of 180 credits, of which 90 in Economics.Objectives
The aim of this course is to provide students with understanding of basic concepts in probability and statistics, as well as knowledge of common econometric methods used in empirical economic research.
Content
The course will cover probability theory, inference and econometrics. The probability theory part covers laws of probability, expected values, multivariate distributions and probability density functions. The inference part covers sampling distributions, the central limit theorem and large-sample hypothesis tests. The econometrics part covers in particular ordinary least squares, nonlinear regression and an introduction to maximum likelihood and the method of moments. The course will also include history of social scientific thought.
Grading form
The grade requirements within the course grading system are set out in specific criteria. These criteria must be available by the course start at the latest.Formats and requirements for examination
Written exam.
If a student has failed an examination, the examiner has the right to issue supplementary assignments. This applies if it is possible and there are grounds to do so.
The examiner can provide an adapted assessment to students entitled to study support for students with disabilities following a decision by the university. Examiners may also issue an adapted examination or provide an alternative way for the students to take the exam.
If this syllabus is withdrawn, SLU may introduce transitional provisions for examining students admitted based on this syllabus and who have not yet passed the course.
For the assessment of an independent project (degree project), the examiner may also allow a student to add supplemental information after the deadline for submission. Read more in the Education Planning and Administration Handbook.
Other information
The right to participate in teaching and/or supervision only applies for the course instance the student was admitted to and registered on.
If there are special reasons, students are entitled to participate in components with compulsory attendance when the course is given again. Read more in the Education Planning and Administration Handbook.
Responsible department
Department of Economics
Grading criteria
Grading criteria for NA0171 Econometric Theory, VT2023
The course is offered in collaboration with the Department of Economics at Uppsala University (UU), which is also responsible for the examination of the course.
The course examiner grades the students according to the grading scale decided by the Department of Economics, UU, for the course 2NE821 Econometric Theory while applying the below grading criteria.
|
Exam points |
UU grade |
|
0 – 49% |
Fail / F |
|
50 – 54% |
Sufficient / E |
|
55 – 64% |
Satisfactory / D |
|
65 – 74% |
Good / C |
|
75 – 89% |
Very good / B |
|
90 – 100% |
Excellent / A |
SLU uses a different grading scale for NA0171 Econometric Theory than what is applied by UU for 2NE821 Econometric Theory. Below is a table for transferring the grades decided by the course examiner at UU to SLU's grading scale.
|
UU grade |
ECTS grade |
SLU grade |
|
Fail |
F |
F |
|
Sufficient |
E |
3 |
|
Satisfactory |
D |
3 |
|
Good |
C |
3 |
|
Very good |
B |
4 |
|
Excellent |
A |
5 |
Litterature list
Wackerly, Dennis D.; Mendenhall, William; Scheaffer, Richard L. Mathematical statistics with applications 7. ed.: Southbank: Thomson Learning, 2008
*Stock, James H.; Watson, Mark W.*Introduction to econometrics Fourth edition, global edition: Harlow: Pearson, [2020]