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
2020-11-20
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.
Registration at SLU - register for the course at SLU in Ladok Student between 2020-12-28 – 2021-01-11.
- We will send a registration list to Uppsala University one week before the start of the course. This means you only need to register for the course at SLU between the dates above.
- If you have problems with the registration, please contact ekon-adm@slu.se.
- You need to be registered to both SLU and Uppsala University in order to be able to create a student account at Uppsala University to see the study material and access their Ladok in order to sign up for the exams.
- If you have any questions regarding the course, please contact studentadmin@nek.uu.se
- Unregistered students may NOT stay on the premises, for reasons of insurance.
- If you have been admitted to the course with conditions, you cannot register online and must contact ekon-adm@slu.se. We will check conditionally admitted students one or two weeks prior to the course start. Only registered students can participate in the course.
- If you cancel the course, you should immediately notify the course leader and ekon-adm@slu.se via email.
- Information about the course and schedule will be updated in the link below. Information is usually added closer to the course start. Click the link below:
https://www.uu.se/en/admissions/freestanding-courses/course-syllabus/?kpid=42838&type=1
Course evaluation
The course evaluation is now closed
NA0171-30195 - 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 2022/2023
Econometric Theory (NA0171-30134)
2023-01-16 - 2023-02-15
Academic year 2021/2022
Econometric Theory (NA0171-30212)
2022-01-17 - 2022-02-17
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 examination of a degree project (independent project), the examiner may also allow the 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
Litterature list
- https://www.uu.se/en/admissions/freestanding-courses/course-syllabus/?kpid=42838&type=1 [https://www.uu.se/en/admissions/freestanding-courses/course-syllabus/?kpid=42838&type=1] (https://www.uu.se/en/admissions/freestanding-courses/course-syllabus/?kpid=42838&type=1)