EPN-V2

ØAMET4100 Econometrics Course description

Course name in Norwegian
Økonometri
Weight
10.0 ECTS
Year of study
2017/2018
Course history
Curriculum
SPRING 2018
Schedule
Programme description

  • Introduction

    The course will use varied, student-active work methods. Work and teaching methods include lectures, group work and self-study.

  • Recommended preliminary courses

    Statistiske metoder.

  • Required preliminary courses

    None.

  • Learning outcomes

    Individual home examination over two weeks based on a set question. Scope: 2,500 words (+/- 10%)

  • Content

    • Innføring i vitenskapsteori.
    • Autokorrelasjon, Stasjonæritet, Kointegrasjon.
    • Auto- og vektorregressive modeller (ARMA, VAR).
    • Modellering av volatilitet (ARCH, GARCH).
    • Paneldatamodeller.
    • Estimering med generalisert momentmetode (GMM).

  • Teaching and learning methods

    All aids are permitted, as long as the rules for source referencing are complied with.

  • Course requirements

    Grade scale A-F.

  • Assessment

    At least 20% of the examination papers will be assessed by an external examiner together with an internal examiner. The remaining papers will be assessed by two internal examiners. The external examiner’s assessment should benefit all students.

  • Permitted exam materials and equipment

    The course overlaps 100% with MAPO4100 Public Health, Empowerment and Health Promotion, 10 ECTS credits.

  • Grading scale

    Det benyttes gradert karakterskala med fem trinn fra A-E for bestått og F for ikke bestått.

  • Examiners

    Ekstern sensor vil sammen med intern sensor sensurere besvarelsene.