Course syllabus

Ekonometri
Econometrics

EXTG65, 7,5 credits, G2 (First Cycle)

Valid for: 2021/22
Faculty: Faculty of Engineering, LTH
Decided by: PLED I
Date of Decision: 2021-04-21

General Information

Elective for: I4
Language of instruction: The course will be given in Swedish

Aim

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

Learning outcomes

Knowledge and understanding
For a passing grade the student must

Competences and skills
For a passing grade the student must

be able to independently:

 

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.

Contents

This course starts with an introduction to descriptive statistics, probability theory and inference. Thereafter, the course treats problems connected with establishing and quantifying the relationship between different economics variables as well as basic econometric methodology. The main focus is statistical regression analysis, but more advanced methods in, for example, time series analysis are also considered. Another important part of the course is the practical applications in the form of computer exercises, using applications in microeconomics, macroeconomics and financial economics. The computer exercises are carried out using econometric software on a PC.

Examination details

Grading scale: TH - (U,3,4,5) - (Fail, Three, Four, Five)
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.

The examiner, in consultation with Disability Support Services, may deviate from the regular form of examination in order to provide a permanently disabled student with a form of examination equivalent to that of a student without a disability.

Admission

Admission requirements:

The number of participants is limited to: No
The course overlaps following course/s: NEKB23, NEKB26, NEKG31, TEK190

Reading list

Contact and other information

Course coordinator: Peter Jochumzen, peter.jochumzen@nek.lu.se
Course homepage: http://www.nek.lu.se
Further information: Corresponds to NEKG31.