Econometrics with Programming
The aim of the course is to equip the students with an understanding of econometric techniques at a level expected among master students in economics, finance and related disciplines. Programming will be introduced and used as a natural part of data analysis, and simulation will be used to assess the finite sample behavior of large sample techniques, and to assess robustness properties of statistical methods. Both theoretical and practical exercises will be given.
- Review of probability and basic statistics.
- Multiple linear regression.
- Time series models.
This is an excerpt from the complete course description for the course. If you are an active student at BI, you can find the complete course descriptions with information on eg. learning goals, learning process, curriculum and exam at portal.bi.no. We reserve the right to make changes to this description.