Print Syllabus

Syllabus

NA0171 Econometric Theory, 7.5 Credits

Econometric Theory

Subjects

Economics Economics

Education cycle

Master’s level

Modules

Title	Credits	Code
Single module	7.5	0201

Advanced study in the main field

Second cycle, has only first-cycle course/s as entry requirements
Master’s level (A1N)

Grading scale

Language

English

Prior 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• If this syllabus is withdrawn, SLU may introduce transitional provisions for examining students admitted based on this syllabus and who have not yet passed the course.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