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 only first-cycle course/s as entry requirements (A1N)

School

Örebro University School of Business

When is the course offered?

Prerequisites: 75 credits in Business Administration or Economics at basic level and 12 credits from Basic Statistics, 15 credits. In addition, 1.5 credits from Statistics, Regression Analysis, Basic Course, 7.5 credits or 7.5 credits in regression analysis / econometrics / scientific method in business administration, economics or statistics and English 6 / English B.

Selection: Academic points

Course syllabus

Application code: X2110