S3. Ekonometrian jatkokurssi/Advanced Econometrics, 10 op

The course (36 h) will be lectured in two parts: Part 1: during the second period of the Fall term and part II: at the beginning of the Spring term.

Lectures:

Part I, Lectures: 2.11. - 30.11.2009 on Mondays and on Tuesdays at 8-10, Place: Economicum, seminar room 3-4.

Exercises of the Part I: on Mondays 9.11., 16.11.; 23.11. and 30.11. at 10-12, Place: Economicum, seminar room 3-4 and on Tuesday 1.12.2009 at 8-10, Place: Economicum, seminar room 3-4.

N.B. If you are not able to attend the meetings, please, submit your papers (exercises) to the box in the Economicum Building, Arkadiankatu 7 (3rd floor, the assembly hall, box labeled "S3 Advanced Econometrics") on Fridays before 14.00 o´clock prior the Monday-meetings.

Part II, Lectures: 18.1. - 15.2.2010 on Mondays and on Tuesdays at 8-10, Place: Economicum, seminar rooom 3-4.

Exercises of the Part II: There will be four exercise sessions on Spring. The first three of these are given on Mondays 25.1., 1.2., 15.2., from 10 to 12, Place: Economicum, seminar room 1 and on Tuesday 16.2., from 8 to 10, Place: Economicum, seminar room 3-4.

N.B. 1/3 of the exercises must be done in order to participate the exam. If you cannot make it to the exercise session you can return your answers by Wednesday 4 p.m. to the box on the third floor lobby in the Economicum building.

Prerequisites

Study unit KA7.

Content

The course builds upon the introductory course in econometrics. The goal is to deepen the knowledge of the linear regression model and to get acquainted with the instrumental variables regression, models with a binary dependent variable and the basics of time series analysis.

Completion

1st mid-term exam, 10.12.2009 at 9 - 12, PR (Main Building), lecture room 1

2nd mid-term exam, 23.2.2010 at 8 - 11, PR (Main Building), lecture room 10

2nd exam, 14.4.2010 at 8 - 11, ECO, seminar room 3/4