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Vid tillräcklig efterfrågan

This is a course in statistical methods (primarily regression analysis) used to analyze economic and other phenomena. These methods are for instance used in valuation and taxation of properties and in property price index construction. This is an advanced level course. After taking this course you will be able to use, explain and interpret quantitative methods, primarily regression analysis, to examine for instance real estate and construction markets.

Regression analysis; estimation of linear models using ordinary least squares; STATA; specification of regression models; heteroscedasticity.

understand how quantitative methods, mainly regression analysis, can be used to understand and interpret quantitative phenomena in the natural and social sciences.

be able run a regression on a data set using the software STATA and interpret the results regarding the following:
interpretation of coefficients.
statistical interpretation. For example test whether a coefficient is different from zero.
coefficient of determination.
explain the meaning of the points above.
discuss the specification of a regression model (functional form, included variables).
identify potential problems in a regression analysis. (heteroskedasticity, serial correlation, non-stationarity) and suggest solutions.
make a forecast using regression analysis.
interpret the results of the regression analysis for instance regarding causal relationships.

understand and realize the conditions necessary for the interpretation of the quantitative data as well as the possibilities and limitations of quantitative analysis.

Föreläsningar

Seminarier

Skriftlig rapport

Seminarieföredrag av deltagarna

Underkänd, godkänd

Admitted to postgraduate education

Studenmund, A. H.: Using Econometrics: A Practical Guide. 2013. ISBN 9781292021270.

The course is graded pass/fail. In order to pass the course the student should participate in lectures and seminars. In addition, the student has to turn in, present, and act opposition to another term paper.

VFT010F

 -08-30

Rektor/Viktor Öwall