PAST CORE COURSES

EK0506 PRINCIPLES OF ECONOMETRICS

Basic Information

• Location: Helsinki, University of Helsinki
• Time: Academic year 2005-2006
  • Autumn term: Principles of Econometrics I
  • Spring term: Principles of Econometrics II

The course is divided in two parts: Principles of Econometrics I (autumn term) and Principles of Econometrics II (spring term). In total the course includes 48 hours of lectures and 24 hours of exercises (app. 5 credits/7 ECTS credit points).

The examination consist of two midterm exams or a retake exam (60% of the final grade), exercises (10% of the final grade) and a term paper (30% of the final grade). The exams (both the midterm exams and the retake exam) can only be taken by those who have returned all exercises with a serious effort to solve them.

Please note that the students' home departments are responsible for registering the grades according to their own requirements. FDPE gives the students, on request, a certificate of the courses passed within the programme.

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Teaching Staff

• Instructor: Professor Markus Jäntti (Åbo Akademi)
• Teaching assistant: Jan-Erik Antipin (University of Tampere)

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Topics

Topics covered in the course include:

• maximum likelihood estimation
• GLS estimation
• instrumental variables
• dynamic models
• simultaneous equations

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