Course

Econometrics

Course Code

FEB25804003

Credits

3 Credits (SKS)

Overview

Quantitative analysis based on economics, mathematics, and statistics, covering the following topics: simple regression, multiple regression, and several functional forms of regression models; violations of classical assumptions (multicollinearity, heteroscedasticity, autocorrelation, and specification errors); ARIMA time series models; bivariate and multivariate (VAR) models; Error Correction Models (ECMs); Vector Error Correction Models (VECMs); panel data models; simultaneous equations; and probit/logit models.

Offered by Study Programs :