- Basic linear panel-data models
- Extended linear panel-data models
- Nonlinear panel models
- Stochastic Frontier Analysis, Data Envelopment Analysis
- Treatment effect models
AH2010 Econometrics II 7.5 credits
This course has been discontinued.
Last planned examination: Spring 2000
Decision to discontinue this course:
No information insertedInformation per course offering
Course offerings are missing for current or upcoming semesters.
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus AH2010 (Autumn 2011–)Content and learning outcomes
Course contents
Intended learning outcomes
The course provides a comprehensive treatment of economics using data on individuals, enterprises and simulated data as well. The course is oriented to practioner graduate students and researchers looking for necessary theoretical insights for proper pratical application. A good understanding of the linear regression model with matrix algebra from introductory course in econometrics is assumed, corresponding to Wooldridge: Introductory Econometrics; Hill, Griffiths Lim: Principles of Econometrics. Basic knowledge in statistical softwares such as STATA is required.
The course consider different core estimation methods such as least square, maximum likelihood, general method of moments, and semi- and non-parametric methods. The students will work with linear, non-linear, dynamic and count data models. The course will also introduce Stochastic Frontier Analysis, Data Envelopment Analysis and Treatment Effect Models.
Literature and preparations
Specific prerequisites
A completed Bachelor's degree including at least 30 credits in mathematics/econometrics and documented proficiency in English B or equivalent (TOEFL, IELTS eg).
The basic course in econometrics (AH2002) or equivalent is recommended.
Recommended prerequisites
Equipment
Literature
A.Colin Cameron and Pravin K. Trivedi: Microeconometrics Using Stata press, Revised Edition
Badi H.Baltagi: Econometric Analysis of Panel data. Forth Edition
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
Examination
- TEN1 - Examination, 7.5 credits, grading scale: A, B, C, D, E, FX, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
1. Assignment
2. Essay
3. Written exam
4. Active participation in seminar discussions
Opportunity to complete the requirements via supplementary examination
Opportunity to raise an approved grade via renewed examination
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.