Skip to main content
Till KTH:s startsida Till KTH:s startsida

AH2002 Econometrics 7.5 credits

Administer About course

Course offerings are missing for current or upcoming semesters.
Headings with content from the Course syllabus AH2002 (Autumn 2010–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

  • Linear Regression
  • Limited Dependent Models
  • Simultaneous Equation Models
  • Distributed Lags and Dynamic Models
  • Time-Series Analysis
  • Regression Diagnostics

Intended learning outcomes

The student should learn to understand theoretical econometric problems through empirical use of economic data. This course is a “must” course for students working with micro data. The course offers necessary tools for basic econometric analysis but also but stresses also the importance of proper regressions analysis. The students should also learn how to write a report based on econometric analysis.

Learning outcome

  • Skills to carry out regressions
  • Skills to interpret regression results
  • Skills to organize empirical data bases

Literature and preparations

Specific prerequisites

A completed Bachelor's degree including at least 30 credits in mathematics/economics and documented proficiency in English B or equivalent (TOEFL, IELTS eg).

Recommended prerequisites

No information inserted

Equipment

No information inserted

Literature

Carter Hill, R., Griffiths, W.E., Lim, G.C. (2008) Principles of Econometrics, 3rd Edition, Wiley.

Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale

A, B, C, D, E, FX, F

Examination

  • INL1 - Term Paper, 1.5 credits, grading scale: A, B, C, D, E, FX, F
  • TEN1 - Examination, 4.5 credits, grading scale: A, B, C, D, E, FX, F
  • ÖVN1 - Exercises, 1.5 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Assignments and written exam

Other requirements for final grade

Passed assignments and passed written exam

Opportunity to complete the requirements via supplementary examination

No information inserted

Opportunity to raise an approved grade via renewed examination

No information inserted

Examiner

Profile picture Hans Lööf

Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

ITM/Industrial Economics and Management

Main field of study

Industrial Management

Education cycle

Second cycle

Add-on studies

No information inserted

Contact

Hans Lööf