Econometrics I

2019-2020

Course Objective

Getting acquainted with the concepts, theory, methods and techniques
from econometrics. Most importantly, the introduction of regression,
testing and maximum likelihood will be covered.

Course Content

Topics include
- Simple linear regression
- Hypothesis testing
- Finite-sample and asymptotic properties
- Multiple regression and its matrix algebra
- Inference : estimation and testing
- Maximum likelihood

Teaching Methods

2 x 2 hours of classes per week.

Method of Assessment

Intermediate exam – Individual assessment
Final exam – Individual assessment
Individual assignment - Individual assessment

Literature

Mandatory literature:
J.H. Stock and M.W. Watson (2012), Introduction to Econometrics. 3rd
edition.
J.R. Magnus (2017). Introduction to the Theory of Econometrics, VU
University Press.

Recommended background knowledge

Linear Algebra, Analysis II, Statistics

General Information

Course Code E_EOR2_TR1
Credits 6 EC
Period P1+2
Course Level 200
Language of Tuition English
Faculty School of Business and Economics
Course Coordinator dr. H. Karabiyik
Examiner dr. H. Karabiyik
Teaching Staff dr. H. Karabiyik
prof. dr. S.J. Koopman
dr. C.S. Bos
dr. F. Blasques Albergaria Amaral
prof. dr. J.R. Magnus

Practical Information

You need to register for this course yourself

Last-minute registration is available for this course.

Teaching Methods Study Group, Lecture
Target audiences

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