Econometrics I

Vrije Universiteit Amsterdam

Course Description

  • Course Name

    Econometrics I

  • Host University

    Vrije Universiteit Amsterdam

  • Location

    Amsterdam, The Netherlands

  • Area of Study

    Economics

  • Language Level

    Taught In English

  • Course Level Recommendations

    Upper

    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • ECTS Credits

    6
  • Recommended U.S. Semester Credits
    3
  • Recommended U.S. Quarter Units
    4

  • Overview

    COURSE OBJECTIVE
    Getting acquainted with the concepts, theory, methods and techniques from econometrics. Most importantly, the introduction of regression,
    testing and maximum likelihood will be covered.

    COURSE CONTENT
    Topics include
    - Simple linear regression
    - Hypothesis testing
    - Finite-sample and asymptotic properties
    - Multiple regression and its matrix algebra
    - Inference : estimation and testing
    - Maximum likelihood

    TEACHING METHODS
    2 x 2 hours of classes per week.

    TYPE OF ASSESSMENT
    Intermediate exam – Individual assessment
    Final exam – Individual assessment
    Individual assignment - Individual assessment

    ENTRY REQUIREMENTS
    Linear Algebra, Analysis II, Statistics

Course Disclaimer

Courses and course hours of instruction are subject to change.

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