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
Information per course offering
Information for Autumn 2024 Start 28 Oct 2024 programme students
- Course location
KTH Campus
- Duration
- 28 Oct 2024 - 13 Jan 2025
- Periods
- P2 (7.5 hp)
- Pace of study
50%
- Application code
51335
- Form of study
Normal Daytime
- Language of instruction
English
- Course memo
- Number of places
Min: 10
- Target group
- No information inserted
- Planned modular schedule
- [object Object]
- Schedule
Contact
Hans Lööf (hans.loof@indek.kth.se), 790 8012
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus ME2710 (Autumn 2019–)Headings with content from the Course syllabus ME2710 (Autumn 2019–) are denoted with an asterisk ( )
Content 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
No information inserted
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
A, B, C, D, E, FX, F
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
No information inserted
Opportunity to raise an approved grade via renewed examination
No information inserted
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.
Further information
Course room in Canvas
Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.
Offered by
Main field of study
Industrial Management
Education cycle
Second cycle
Add-on studies
No information inserted
Contact
Hans Lööf (hans.loof@indek.kth.se), 790 8012