The module aims at teaching methods and techniques needed to utilise time series data and panel data. The module is organized as an interaction between theoretical understanding and practical application. The module builds on the obtained knowledge and skills from previous modules in math, statistics, and econometrics I, including the use of relevant software. The module covers basic univariate time series models and multivariate models using time series and panel data. The module covers various forecasting methods as well as multivariate models, aimed at exploring dynamic relationships and causal effects. The module builds the research foundation for the students, which enables them to do an empirical project as well as conduct research during their bachelor thesis.
Upon completion of this module students are expected to be able to deal with real world time-series and panel data. They are expected to be able to find relevant data, identify important patterns in the data, and then perform various econometric applications. They are expected to be able to formulate an appropriate empirical model, estimate its parameters, test hypothesis, and evaluate the model. In addition, students completing this module will be able to read, understand and critically review an empirical report which uses time series and panel data.
The objective is that the student after the module possesses the necessary knowledge on:
The objective is that the student after the module possesses the necessary skills in:
The objective is that the student after the module possesses the necessary competences in:
For further information see §17.
|Name of exam||Econometrics II|
|Type of exam|
Oral exam based on a project
|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|
|Danish title||Økonometri II|
|Language of instruction||Danish and English|
|Location of the lecture||Campus Aalborg|
|Responsible for the module|
|Study Board||Study Board of Economics (cand.oecon)|
|Department||Aalborg University Business School|
|Faculty||Faculty of Social Sciences and Humanities|