Course syllabus

# Ekonometri

Econometrics

## TEK190, 7,5 credits, G2 (First Cycle)

## General Information

## Aim

## Learning outcomes

## Contents

## Examination details

## Admission

Admission requirements:## Reading list

## Contact and other information

Econometrics

Valid for: 2016/17

Decided by: Education Board B

Date of Decision: 2016-03-28

Elective for: I4

Language of instruction: The course will be given in Swedish

The aim of the course is to introduce basic econometric theory and to provide the students with the ability to apply basic econometric methods.

Knowledge and understanding

For a passing grade the student must

- be able to collect and analyse data,
- be able to explain how relations among economic variables can be analysed using statistical regression analysis,
- be able to describe the parts of regression analysis,
- be able to derive and formulate testable economic hypotheses,
- be able to interpret the results of the regression analysis from a statistical and economic perspective,
- have some knowledge of some more advanced econometric methods,
- be able to generalize the knowledge to economic problems that are not treated in the course,
- be able to understand relevant empirical and economic research.

Competences and skills

For a passing grade the student must

be able to independently:

- apply the tools of regression analysis on various economic problems,
- test economic hypotheses,
- evaluate the plausibility of the assumptions of the regression model,
- implement the regression analysis using econometric software.

Judgement and approach

For a passing grade the student must

be able to pursue further studies in the subject area and be able to seek and evaluate information with a high degree of independence. The student shall also develop the ability to independently write an empirically oriented paper.

The course treats problems in establishing and quantifying relations among economic variables as well as basic econometric method. The main focus is on the statistical regression analysis but the course also discusses more advanced methods in e.g. time series analysis. An important part of the course is the computer exercises where the methods are applied to problems of microeconomics, macroeconomics and financial economics. The computer exercises are carried out on a personal computer using an econometric software package.

Grading scale: TH

Assessment: There is a written exam at the end of the course and computer exercises during the course. Credits from the computer exercises only count during the same term as the exercises were carried out. There may be other methods of examination.

- FMS012 Mathematical Statistics, Basic Course

The number of participants is limited to: No

The course overlaps following course/s: NEKB23, NEKB26, NEKG31

- Dougherty, Christopher (2011): Introduction to Econometrics, 4th edition, Oxford University Press.
- Supplementary material.
- EViews 6.0, Student version (EViews 7 is available in the computer rooms of the School of Economics and managemant, but you can use version 6 on your own computer).

Course coordinator: Peter Jochumzen, peter.jochumzen@nek.lu.se

Course homepage: http://www.nek.lu.se

Further information: Corresponds to NEKG31.