DRE 7008 Advanced Statistics

DRE 7008 Advanced Statistics

Course code: 
DRE 7008
Department: 
Economics
Credits: 
6
Course coordinator: 
Genaro Sucarrat
Course name in Norwegian: 
Advanced Statistics
Product category: 
PhD
Portfolio: 
PhD Economics courses
Semester: 
2017 Autumn
Active status: 
Active
Level of study: 
PhD
Teaching language: 
English
Course type: 
One semester
Introduction

The aim of the course is to equip the students with a formal understanding of the statistical foundations of econometrics at a level expected among Ph.D students in economics, finance and related disciplines.

Learning outcomes - Knowledge

After taking this course, students should have a solid knowledge of the foundations of theoretical and applied econometrics, so that they can critically use and evaluate others' use of statistical techniques in economics and related fields. Moreover, students will be introduced to the use of advanced programming languages.

Course content

1. Probability and Random Variables
2. Expectation and Conditional Expectation
3. Estimation
4. Hypothesis Testing
5. Computomg and Numerical Optimisation
6. Model Selection

Software tools
R
Qualifications

Enrollment in a PhD programme is a general requirement for participation in PhD courses at BI Norwegian Business School.
External candidates are kindly asked to attach confirmation of enrollment in a PhD programme when signing up for a course. Other candidates may be allowed to sit in on courses by approval of the course leader. Sitting in on a course does not permit registration for the course, handing in exams or gaining credits for the course. Course certificates or confirmation letters will not be issued for sitting in on courses.

Assessments
Assessments
Exam category: 
Submission
Form of assessment: 
Written submission
Weight: 
100
Grouping: 
Individual
Duration: 
1 Semester(s)
Exam code: 
DRE70081
Grading scale: 
Pass/fail
Resit: 
All components must, as a main rule, be retaken during next scheduled course
Exam organisation: 
Ordinary examination
Total weight: 
100
Student workload
ActivityDurationComment
Group work / Assignments
75 Hour(s)
Specified learning activities (including reading).
Student's own work with learning resources
75 Hour(s)
Autonomous student learning (including exam preparation).
Teaching
30 Hour(s)
Sum workload: 
180

A course of 1 ECTS credit corresponds to a workload of 26-30 hours. Therefore a course of 6 ECTS credits corresponds to a workload of at least 160 hours.