The course provides the student with an introduction to advanced econometrics. The subjects include, probability, asymptotic theory, time series, volatility models and simulation methods in econometrics.

The course is intended for master students in finance and economics with an interest in statistics and econometrics. The course can also be taken by doctoral students.

Enrollment key: ATSE21

Kursnyckel: EM2021

Ekonomisk matematik fokuserar på användningen och nyttan av differential- och integralkalkyl för funktioner av en eller av flera variabler vid ekonomiska tillämpningar som t.ex. optimering av intäkts-, kostnads- eller vinstfunktioner.

Obligatorisk grundkurs inom kandidatexamen.

The course is an introduction to multivariate analysis (i.e. statistical techniques that simultaneously analyse multiple measurements on individuals or objects). The course covers techniques such as MANOVA, Principal Component Analysis, Factor Analysis, and Cluster Analysis. The statistical program SPSS is used in the course.

This course is included in the study plan for master's studies in Marketing, Logistics and Management, and can be included as a methods course in master's or doctoral studies in any other subjects than statistics.

Students with Statistics as their minor should take the course Multivariate Data Analysis (8 ECTS, course code 3613) in their bachelor's studies. That course is also recommended for students with a quantitative interest with other subjects as their major.


Course info 2021.pdfCourse info 2021.pdf

Kursen erbjuder en modern introduktion till ekonometrin med tyngdpunkten på ekonometriska metoder tillämpade på verkliga ekonomiska problem. Metoderna som tas upp på kursen är motiverade av de problem som uppkommer vid analys av ickeexperimentella ekonomiska data. På kursen behandlas ekonometriska metoder för tvärsnitts- och tidsseriedata.

Kursinfo 2021.pdfKursinfo 2021.pdf

The course introduces the student to modern statistics and econometrics. The topics are probability, statistical inference and econometrics. The course is useful for students who want to quickly fill in their background in statistics and econometrics without being burdened by tedious topics in probability and statistics that play no role in econometrics.

Part 1 of the course considers matrix algebra, estimation and inference in the linear regression model, least squares, generalised least squares, instrumental variables and models for panel data.

Part 2 of the course provides an introduction to probability, large-sample theory and maximum likelihood methods in econometrics.

The course alternates and is given every other year (see Additional information).
The course is intended for master students in finance and economics with an interest in statistics and econometrics. The course can also be taken by doctoral students.

Obligatorisk grundkurs inom kandidatexamen.

Kursen ger en inblick i grundläggande statistisk undersökningsmetodik för insamling och analys av data. På kursen behandlas grunderna i sannolikhetslära, deskriptiv statistik, intervallestimering, t-test, ANOVA, regressionsanalys, samt Chi2-test och andra icke-parametriska test.

De statistiska programpaketen R och SPSS används i kursen.

Examinator: Niclas Meyer (niclas.meyer@hanken.fi)

Lösenord till kursen: Statistik_2021

KURSEN STARTAR MÅNDAGEN DEN 18.1.2021 KL 10.15 ONLINE (TEAMS-LÄNK FINNS I EN FIL PÅ KURSENS MOODLE-SIDA)

Syllabus_SA_2021.pdfSyllabus_SA_2021.pdf

The course introduces the student to time series models in econometrics. About half of the course is devoted to stationary ARMA models. The course then considers multivariate time series models, unit roots, cointegration, and ARCH and GARCH models. Examples are taken from financial economics.

The course alternates and is given every other year (see Additional information).

The course is intended for master students in finance and economics with an interest in statistics and econometrics. The course can also be taken by doctoral students.

Enrolment key in Moodle: TSA20