Econometrics I

2018-2019

Doel vak

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

Inhoud vak

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

Onderwijsvorm

2 x 2 hours of classes per week.

Toetsvorm

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

Literatuur

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.

Aanbevolen voorkennis

Linear Algebra, Analysis II, Statistics

Algemene informatie

Vakcode E_EOR2_TR1
Studiepunten 6 EC
Periode P1+2
Vakniveau 200
Onderwijstaal Nederlands
Faculteit School of Business and Economics
Vakcoördinator dr. H. Karabiyik
Examinator dr. H. Karabiyik
Docenten dr. H. Karabiyik
prof. dr. S.J. Koopman
dr. C.S. Bos
dr. F. Blasques Albergaria Amaral
prof. dr. J.R. Magnus

Praktische informatie

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