The course includes empirical strategies for applied quantitative research. The emphasis will be to develop a solid understanding of the underlying econometric principles of the methods taught, as well as the on their empirical application. The studied subjects include application, analysis of linear and non-linear regression methods and analysis of matching methods, treatment effects, instrument variables, cross-sections and panel data with static and dynamic models, binary selection models and time series estimations. The course is designed to give the students knowledge and understanding of modern methods for study of studies for both limited and large data sets.
ME2710 Applied Econometrics 7.5 credits
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About course offering
For course offering
Autumn 2024 Start 28 Oct 2024 programme students
Target group
No information insertedPart of programme
Master's Programme, Technology-based Entrepreneurship, åk 1, Conditionally Elective
Master's Programme, Technology-based Entrepreneurship, åk 2, Conditionally Elective
Periods
P2 (7.5 hp)Duration
Pace of study
50%
Form of study
Normal Daytime
Language of instruction
English
Course location
KTH Campus
Number of places
Min: 10
Planned modular schedule
Course memo
Course memo is not publishedSchedule
Schedule is not publishedApplication
For course offering
Autumn 2024 Start 28 Oct 2024 programme students
Application code
51335
Contact
For course offering
Autumn 2024 Start 28 Oct 2024 programme students
Contact
Hans Lööf (hans.loof@indek.kth.se), 790 8012
Examiner
No information insertedCourse coordinator
No information insertedTeachers
No information insertedContent and learning outcomes
Course contents
Intended learning outcomes
On completion of the course, the students should be able to derive apply and analyse:
- linear estimation methods
- non-linear estimation methods
- methods for panel data estimation
- methods for estimation of time series
- matching methods and difference-in-difference estimation methods
Literature and preparations
Specific prerequisites
Satisfies the requirements for a Degree of Bachelor of Science
Documented knowledge in English B or the equivalent.
Recommended prerequisites
At least 30 hp within mathematics, statistics , qualitative analysis, or corresponding
Equipment
Literature
Will be announced at the start of the course.
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
Examination
- TEN1 - Exam, 5.0 credits, grading scale: A, B, C, D, E, FX, F
- ÖVN1 - Assignments, 2.5 credits, grading scale: P, 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.
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.