Empirical methods in economics 3, 7.5 ECTS

First level

Facts

Study pace 50%
Study time Daytime
Study form Normal
Language Swedish
Special eligibility requirements
Economics I, 30 higher education credits, and EC2403 Empirical Methods in Economics 1, 7.5 higher education credits, or equivalent.

Description

The course aims to provide students with a deeper understanding of the statistical methods used in the empirical analysis of economic problems involving time-series data. The course includes the following methods: OLS with time-series data, auto-c…

The course aims to provide students with a deeper understanding of the statistical methods used in the empirical analysis of economic problems involving time-series data. The course includes the following methods: OLS with time-series data, auto-correlation, deterministic trend, seasonality, structural breaks, robust inference for heteroscedasticity and autocorrelation, stationarity, stochastic trend, ADF tests, autoregressive models, maximum-likelihood estimation, information criteria, moving-average models, ARIMA models, co-integration and error-correction models, forecasting, Granger causality and forecast evaluation.

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Area of interests: Business and Economics

Business and Economics is important at all levels in society. Business Administration teaches you how companies and other organizations work and how they can achieve their goals in the best possible way. Do you want a long-term perspective and ar…

Business and Economics is important at all levels in society. Business Administration teaches you how companies and other organizations work and how they can achieve their goals in the best possible way. Do you want a long-term perspective and are you interested in what causes financial crises and why certain economies grow faster than others? Then Economic History is the subject for you. If you wish to study how decisions made by human beings affect society, then Political Economy is a wise choice.

More about Business and Economics

Subject

Economics

Stockholm University offers one of the best environments in Europe for research and higher education in Economics. Former students are employed as economists in a wide range of fields, such as national and international organisations, government, business and finance. The Department of Economics at Stockholm University has 30 faculty members. Courses are also taught by researchers at the Instutite for International Economic Studies, IIES, and the Swedish Institute for Social Research, SOFI.

The Department of Economics is a member of the Socrates/Erasmus Exchange Program, and takes part in Stockholm University’s NORDPLUS and central exchange agreements. For information see: Exchange studies.

The Department of Economics offers a two-year Master Programme in Economics as well as a Research Master Programme in Economics, both taught in English. Application is in January/February and courses start in late August or early September. For information see: Master programmes.

Doctoral studies in Economics at Stockholm University is organized by the Department of Economics in cooperation with IIES and SOFI. Stockholm University and the Stockholm School of Economics offer joint courses for PhD students in economics, economic statistics and finance within the Stockholm Doctoral Course Programme in Economics, Econometrics and Finance, SDPE. For information see: PhD programme.

Economics

Course events

Spring 2018

Study pace 50 %
Study time Daytime
Study form Normal
Language Swedish.

Selection: Higher Education Credits (up to 225).

Start period: Period 1 - starts during the first half of the semester

Location: Stockholm

Tuition fee

Tuition fees only concern citizens outside the EU, EES and Switzerland
First instalment: 15000 SEK
Total course/programme fee: 15000 SEK

Tuition fees only concern citizens outside the EU, EES and Switzerland

Autumn 2018

Study pace 50 %
Study time Daytime
Study form Normal
Language Swedish.

Selection: Higher Education Credits (up to 225).

Start period: Period 1 - starts during the first half of the semester

Location: Stockholm

Tuition fee

Tuition fees only concern citizens outside the EU, EES and Switzerland
First instalment: 15000 SEK
Total course/programme fee: 15000 SEK

Tuition fees only concern citizens outside the EU, EES and Switzerland

Spring 2019

Study pace 50 %
Study time Daytime
Study form Normal
Language Swedish.

Selection: Higher Education Credits (up to 225).

Start period: Period 1 - starts during the first half of the semester

Location: Stockholm

Tuition fee

Tuition fees only concern citizens outside the EU, EES and Switzerland
First instalment: 15000 SEK
Total course/programme fee: 15000 SEK

Tuition fees only concern citizens outside the EU, EES and Switzerland