Economics, Financial Econometrics, Second Cycle, 15 Credits

This course cover statistical and econometric models with a focus on applications in Finance. Multiple linear regression with cross-section, time series and panel data, foundations of time series analysis with ARIMA models, unit roots, multivariate time series models, co-integration and models suited for financial data is covered in the course.
The course overlaps with: Statistics, Econometrics, Intermediate Course, 7.5 ECTS credits and Statistics, Time Series Analysis and Forecasting, Intermediate Course, 7.5 ECTS credits

ECTS Credits

15 Credits

Level of education

Second cycle, has second-cycle course/s as entry requirements (A1F)


Örebro University School of Business

When is the course offered?

Prerequisites: First-cycle courses of 75 credits in Economics including an independent project of 15 credits. Basic Statistics, 15 Credits and the course Statistics, Introductury mathematics for statisticians, Basic Course, 7.5 credits or the course Economics, Mathematics for Statistical and Economic Analysis, Second Cycle, 7.5 credits. In addition, English 6/English B is required.

Selection: Guaranteed place

Course syllabus

Application code: V2065