Advanced Econometrics: Endogeneity and Panel Data, 7.5 credits
(Avancerad ekonometri: endogenitet och paneldata, 7,5 högskolepoäng)
| Course code | NE004A |
|---|---|
| Subject area | Economics |
| Main field of study | Economics |
| Progressive specialisation | A1N (Second cycle, has only first-cycle course/s as entry requirements) |
| Academic school | School of Social Sciences |
| Disciplary domain |
Social sciences 100%
|
| Grading scale | AF |
| Education cycle | Second-cycle (Master) |
| Language of instruction | English |
| Valid from | Autumn semester 2021 |
Validation
This course syllabus was validated by the Management Board of the School of Social Sciences at Södertörn University on 2021-03-25 according to the stipulations in the Higher Education Ordinance.
Entry requirements
Bachelor's degree in Economics and English B, or equivalent.
Learning outcomes
On completing the course, the student can:
- Apply the classical linear regression model and analyse whether its assumptions are satisfied.
- Describe an endogenous problem and how to use instrumental variables.
- Apply methods for panel data and describe problems that can or cannot be solved with these methods.
- Estimate non-linear models and analyse the results.
- Describe and use experimental and quasi-experimental methods in econometrics.
- Use econometric software to process data, perform analyses and regressions.
Course content, modules and examinations
The course gcovers the classical linear model, focusing on heteroscedasticity and multicollinearity. It also presents panel data and the analysis of restricted dependent variables. Endogeneity and instrumental variables are analysed. Experiments and quasi-experiments are studied using differences-in-differences estimators. The use of econometric software is integrated in course elements.
1001,
Advanced Econometrics: Endogeneity and Panel Data,
7.5 credits
(Avancerad ekonometri: endogenitet och paneldata, 7.5 Avancerad ekonometri: endogenitet och paneldata,
7,5 högskolepoäng)
Grades permitted:
AF
Course design
Teaching primarily consists of lectures with the integrated use of statistics software.
Examination format
Examination is via written examination and hand-in assignments.
The grading criteria are distributed prior to the start of a course or module.
If a student has a certificate from Södertörn University for compensatory support, the examiner has the right to decide on an adapted examination or alternative form of examination in accordance with Södertörn University's regulations.
Restrictions on accreditation
The course may not be accredited as part of a degree if the contents are partly or wholly the same as a course previously taken in Sweden or elsewhere.