This course is discontinued

ECON4135 - Applied statistics and econometrics

Schedule, syllabus and examination date

Choose semester

Course content

The course contains theory of regression analysis for econometrics, and explains applications of regression analysis to a variety of econometric problems and types of data: Linear regression with one or more regressors; Hypothesis testing and confidence intervals in multiple regression; Nonlinear regression; Logistic regression; Panel data models; The use of instrument variables; Regression for program evaluation; Experiments and quasi-experiments; A bit of time series analysis (simple auto-regression). Students will also be introduced to statistical computing with Stata.

Learning outcome

Knowledge outcomes:
The course builds on a first course in statistics, and gives broad knowledge of many aspects of regression analysis relevant and useful for econometric studies, as listed above. The focus is on modeling and economic meaning rather than on proving theorems. The successful student will have insight and knowledge to understand much of the applied econometric literature, and to do simpler econometric analyses.

Skills:
Stata is a program language for statistical and econometric computation. Basic skills in using Stata in performing various regression analyses on economically interesting data will be developed through exercises, and through study of the examples in the textbook. Without the skills of formulating econometric problems, developing appropriate regression models, and understanding and explaining numerical output from such analyses and their ramifications, skills in computing is of less value. The skill of making economic sense of complex data is what the course is supposed to develop in the students.

Admission

Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.

Students enrolled in other Master's Degree Programmes can, on application, be admitted to the course if this is cleared by their own study programme.

If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.

Prerequisites

Formal prerequisite knowledge

Bachelor’s degree in Economics, or equivalent.

Overlapping courses

Teaching

Lectures: 2 hours per week throughout the semester.

Seminar: 2 hours per through parts of the semester.

Examination

A 3-hour written school exam.

Examination support material

Open-book exam, where all written and printed resources, as well as calculator, are allowed.

Language of examination

The problem set will be given in English. Answers can be given in Norwegian, Swedish, Danish or in English. See § 5.4 in Regulations governing studies and examinations at the University of Oslo.

Grading scale

Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.

Explanations and appeals

It is recommended to request an explanation of your grade before you decide to appeal.

Appeal

Explanation

The deadline to request an explanation is one week after the grade is published. For oral and practical examinations, the deadline is immediately after you have received your grade.

The explanation should normally be given within two weeks after you have asked for it. The examiner decides whether the explanation is to be given in writing or verbally.

Resit an examination

The Department of Economics has passed following resolution for ECON-courses: It will no longer be possible for candidates to register for an exam in a lower level course after having passed exams in intermediate and advanced level courses in the same subject area (also where there are no pre-requisites that apply to the intermediate course). Further information can be found here.

Students who might wish to retake the exam later, are not guaranteed that the course is ever repeated with a similar reading list, nor that the exam arrangement will be the same.

Withdrawal from an examination

It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.

Special examination arrangements

Application form, deadline and requirements for special examination arrangements.

Evaluation

The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.

A periodic evaluation of ECON4135 - Applied statistics and econometrics (discontinued) was conducted during autum term 2009. A Norwegian version of the evaluation report that was compiled on the basis of the information retrieved from the evaluation, can be found here

Facts about this course

Credits

10

Level

Master

Teaching

The last semester with teaching was autumn 2011.

Examination

Autumn 2012

Teaching language

English