General description

A master level course in econometrics with emphasis on issues of particular theoretical and/or empirical interest.

Learning outcomes

The course aims at 1) providing sophisticated tools for empirical research and testing of economic theory, and 2) supplying theoretical background for the tools and testings.

Contents

Applied econometrics, non-linear models, heteroschedasticity, autocorrelated disturbances etc.

Teaching methods

Teaching method	Contact	Online
Lectures	40 h	0 h
Exercises	20 h	0 h

Teaching language

Finnish

Teaching in the programme is given in the national languages of the partner universities (French, German, Finnish) and in English. The language of administrative cooperation is English. More information about the programme is available at the programme’s website mge-pepf.eu.

Evaluation

Numeric 1-5.

Study materials

Verbeek: A Guide to Modern Econometrics, 3rd Edition. Wiley 2008; Greene, Econometric Analysis, 6th Edition. Pearson/Prentice Hall 2008.

Belongs to following study modules