understanding of the most common estimation methods in econometrics.
knowledge about finite sample and asymptotic properties of the ordinary least squares estimator.
knowledge about method of moments estimators, e.g., the instrumental variables estimator.
knowledge about models for panel data, e.g., random effects and fixed effects estimators.
knowledge about models for discrete and limited dependent variables, e.g., censored data and sample selection.
knowledge about estimation of multivariate models and systems of equations.
knowledge about simulation methods for inference, e.g., Monte Carlo and bootstrapped tests.
are able to argue for the importance of using econometric/statistical methods in the analysis of a given economic problem.
are able to build econometric models and judge their applicability.
are able to demonstrate deep understanding of the theory of econometric models and know how to reason within the models.
are able to communicate the results of an econometric analysis to non-specialists.
are able to analyse economic data using the available software.
Lectures, exercises, mini projects with student presentations.
This is a 5 ECTS course module and the work load is expected to be 137,5 hours for the student.
|Name of exam||Økonometri og kvantitative metoder inden for finansiering|
|Type of exam|
Written or oral examSkriftlig eller mundtlig eller løbende evaluering
|Assessment||7-point grading scale|
|Type of grading||Internal examination|
|Criteria of assessment||The criteria of assessment are stated in the Examination Policies and Procedures|
Please contact Study Board of Mathematical Sciences - firstname.lastname@example.org
|Danish title||Økonometri og kvantitative metoder inden for finansiering|
|Language of instruction||Danish and English|
|Location of the lecture||Campus Aalborg|
|Responsible for the module|
|Study Board||Study Board of Mathematical Sciences|
|Department||Department of Mathematical Sciences|
|Faculty||Faculty of Engineering and Science|