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
Level of education
Second cycle, has only first-cycle course/s as entry requirements (A1N)
Örebro University School of Business
When is the course offered?
Prerequisites: Economics at undergraduate level of 75 credits, where an independent work on 15 credits is included or Business Administration at undergraduate level, where an independent work on 15 credits is included and Basic statistics 15 higher education credits, as well as 7.5 credits regression analysis / econometrics / scientific method in economics or statistics. In addition, English B / English is required.
Selection: Guaranteed place
Application code: V2102