<string lang="swe">Statistik, Ekonometri, avancerad nivå</string> <string lang="eng">Statistics, Econometrics, Second Cycle</string>

i.uoh.oru.H2050.20192 ST409A 2026-06-21T05:13:14 2022-03-15 <string lang="swe">Statistik, Ekonometri, avancerad nivå</string> <string lang="eng">Statistics, Econometrics, Second Cycle</string> Kursen behandlar grundläggande metoder och metodproblem inom regressionsanalys och ekonometri. Centrala moment i kursen är 1) linjär regression: småsampelegenskaper (OLS, GLS), asymptotiska egenskaper, robust variansskattning, 2) endogenitet, instrumentalvariabelskattning (IV) och generaliserade momentmetoden (GMM) samt 3) system av ekvationer. Dessutom ges en introduktion till tidsserier, paneldata och modeller för begränsade beroende variabler. This course covers basic methods and methodoligical issues in regression analysis and econometrics. The following topics are central to the course: 1) linear regressions, small sample properties (OLS, GLS), asymptotic properties, robust variance estimation, 2) endogeneity, instrumental variables (IV) and generalized method of moments (GMM) estimators 3) systems of equations. In addition models for time series, panel data and limited dependent variablers are introduced. Assessments: The course can be assessed through written examination, take-home examination, compulsory course components, paper, essay and/or oral examination.

false 7.5 Statistik på grundnivå om 90 hp där ett självständigt arbete om 15 hp ingår, alternativt 30 hp i statistik och 60 hp i matematik, alternativt Nationalekonomi på grundnivå om 90 hp där ett självständigt arbete om 15 hp ingår samt 60 hp statistik. Dessutom krävs Statistik, Statistisk teori, avancerad nivå, 7,5 hp samt Engelska 6/Engelska B. First-cycle courses of 90 credits in statistics, including an independent project of 15 credits, alternatively 30 credits are for studies in statistics and 60 credits for mathematics, as well as the course Statistics, Statistical Theory, second cycle, 7.5 credits, or first-cycle courses of 90 credits in economics, including an independent project of 15 credits as well as courses of 60 credits in statistics and the course Statistics, Statistical Theory, second cycle, 7.5 credits. The applicant must also have qualifications corresponding to the course "English 6" or "English B" from the Swedish Upper Secondary School. uh