Please note! Course description is confirmed for two academic years (1.8.2018-31.7.2020), which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.
LEARNING OUTCOMES
By the end of the course, students will be familiar with basic econometric methods; be able to implement these methods using the R language (http://www.r-project.org/); know how to interpret statistical results correctly and draw appropriate conclusions.
Credits: 6
Schedule: 07.09.2020 - 20.10.2020
Teacher in charge (valid 01.08.2020-31.07.2022): Matthijs Lof
Teacher in charge (applies in this implementation): Matthijs Lof
Contact information for the course (applies in this implementation):
CEFR level (applies in this implementation):
Language of instruction and studies (valid 01.08.2020-31.07.2022):
Teaching language: English
Languages of study attainment: English
CONTENT, ASSESSMENT AND WORKLOAD
Content
Valid 01.08.2020-31.07.2022:
The course provides an introduction to the standard linear regression model, which is the core of econometrics. Topics include estimation by ordinary least squares (OLS), interpreting regression results, hypothesis testing, and misspecification issues. In addition to the standard regression model, we will look at event-study methodology, instrumental variables and panel data. This is an applied course, meaning that all topics will be illustrated by empirical examples related to investments and corporate finance using real data.
Assessment Methods and Criteria
Valid 01.08.2020-31.07.2022:
Exercises (50%) and exam (50%)
Workload
Valid 01.08.2020-31.07.2022:
Classroom hours, 24 h
Class preparation, 48 h
Preparing exercise sets, 50 h
Exam preparation, 37 h
Exam, 3 h
DETAILS
Study Material
Valid 01.08.2020-31.07.2022:
Readings, exercises, slides, and other materials will be provided by the lecturer.
Substitutes for Courses
Valid 01.08.2020-31.07.2022:
30C00200 Econometrics
31C01200 Taloustieteen empiiriset menetelmät
Prerequisites
Valid 01.08.2020-31.07.2022:
Introduction to Statistics (Tilastotieteen perusteet) and
Rahoituksen perusteet or Principles of Corporate Financial Management
SDG: Sustainable Development Goals
4 Quality Education
5 Gender Equality
8 Decent Work and Economic Growth
FURTHER INFORMATION
- Teacher: Lof Matthijs