ME2706 Basic Econometrics 7.5 credits
This course has been discontinued.
Last planned examination: Spring 2020
Decision to discontinue this course:
No information inserted
Content and learning outcomes
Course contents
- Statistical probability theory and mathematics
- Simple and multivariable models for linear regression analysis
- Models for simultaneous equations
- Estimations with time series data
- Models for panel data
- Models for quantitative variables
- Hypothesis testing, prediction and model adaptation
An important part in the course is empirical application of the theoretical skills in the form of computer-based laboratory sessions.
Intended learning outcomes
On completion of the course, the student should:
- have understanding of why econometrics is necessary and which tools that can be used for an empirical analysis
- apply econometric tools for modelling, estimation, conclusion and forecasts in connection with real problems from different parts of the society
- critically evaluate results and conclusions from others that use basic tools for quantitative analysis
- have a basis and an understanding of further studies of econometrics/quantitative analysis
- have an understanding the range of more advanced technologies that are available and that can be covered in later econometric courses/courses in quantitative analysis
Literature and preparations
Specific prerequisites
At least 180 credits of higher education, thereof at least 30 credits within mathematics/economics, and documented knowledge in English B or the equivalent.
Recommended prerequisites
Equipment
Literature
Hill, R.C., Griffiths, W.E., Lim, G.C. (2012) Principles of Econometrics (Fourth Edition), Wiley
ww.wiley.com/go/global/hill
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
Examination
- TEN1 - Examination, 5.0 credits, grading scale: A, B, C, D, E, FX, F
- ÖVN1 - Assignments, 2.5 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.
Opportunity to complete the requirements via supplementary examination
Opportunity to raise an approved grade via renewed examination
Examiner
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
Offered by
Main field of study
Education cycle
Add-on studies
Contact
Supplementary information
Replaces AH2002