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Course Description
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Course Name
Econometrics III
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Host University
Vrije Universiteit Amsterdam
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Location
Amsterdam, The Netherlands
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Area of Study
Economics, Statistics
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Language Level
Taught In English
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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.
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ECTS Credits
6 -
Recommended U.S. Semester Credits3
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Recommended U.S. Quarter Units4
Hours & Credits
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Overview
COURSE OBJECTIVE
Obtaining basic understanding of multivariate dynamic linear modeling and time series analysis and panel data. Understanding the introductory theory and practice of econometric analysis of stationary and non-stationary multivariate stochastic processes and panel data.COURSE CONTENT
Econometrics III provides an introduction to multivariate dynamic models and time-series analysis. The course covers both theoretical and practical aspects of time-series econometrics including analysis of multivariate stationary and non-stationary processes, vector autoregressive (VAR) models, vector error correction models (VECMs), and cointegration tests. The course also introduces panel data models, methods and techniques.TEACHING METHODS
Lectures, solving/discussing both theoretical and practical exercisesTYPE OF ASSESSMENT
Exam (80%) and practical assignment (20%)ENTRY REQUIREMENTS
Basics of statistics, probability, econometrics, algebra, and calculus
Course Disclaimer
Courses and course hours of instruction are subject to change.
Some courses may require additional fees.