Econometrics for BE

Faculteit Economie en Bedrijfskunde
Jaar 2018/19
Vakcode EBB061A05
Vaknaam Econometrics for BE
Niveau(s) bachelor
Voertaal Engels
Periode semester II a
ECTS 5
Rooster rooster

Uitgebreide vaknaam Econometrics for BE
Leerdoelen Upon completion of the course the student is able to:
1.Identify and interpret various econometric techniques for addressing particular research questions, among which the classical linear regression model.
2.Describe the principles of parameter estimation and hypotheses testing.
3.Apply these techniques using an empirical dataset from the field of Business Economics.
4.Critically assess the application of these techniques to studies from the field of Business Economics.
5.Analyze and interpret the results generated by an econometric software package (STATA).
Omschrijving The course introduces basic principles of econometrics centered around the linear regression model. It emphasizes motivation, understanding, and implementation and shows how economic data are used with economic and statistical models as a basis for estimating key parameters and testing hypotheses. Students apply these methods to data from the field of Business Economics. Students learn to work with the econometric software package STATA.
Uren per week 4
Onderwijsvorm computer practica, hoorcolleges, werkcolleges
Toetsvorm opdracht(en), schriftelijk tentamen met meerkeuzevragen, schriftelijk tentamen met open vragen
(The exam consists of a midterm and final exam.)
Vaksoort bachelor
Coördinator dr. A. Dalò
Docent(en) dr. A. Dalò ,dr. M. Groneck , S. Sovago
Verplichte literatuur
Titel Auteur ISBN Prijs
Introductory Econometrics: A Modern Approach, 7th edition, 2018, Cengage Learning, Inc.
(E-Book is 45 euro)
Wooldridge, Jeffrey 9781337558860 ca. €  80,00
Speculative Asset Prices, Nobel Prize Lecture 2013: http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2013/shiller-lecture-slides.pdf Shiller, R.J.
The Capital Asset Pricing Model: Theory and Evidence, Journal of Economic Perspectives, 18(3), 25-46 Fama, E.F., K.R. French
Entreevoorwaarden
Opmerkingen Secretary: Martine Geerlings-Koolman, phone +31(0)50 363 7018, e-mail m.a.koolman@rug.nl
Opgenomen in
Opleiding Jaar Periode Type
BSc Economics and Business Economics/E&BE  ( Business Economics) 2 semester II a verplicht
Pre-MSc-programma’s FEB  (Pre-MSc Finance) 1 semester II a verplicht