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: 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
Application code: X2110