Econometrics I D12 7.5 credits
About the course
The course covers the fundamental methods and concepts in econometrics, with a focus on: linear regression model, extensions to limited dependent variables (LDVs), notions of causality and endogeneity in econometrics and its simplest implementations in the Instrumental Variables (IV) and Difference-in-Difference frameworks. The role of basic assumptions for estimation, model specification and statistical inference are studied in the context of these models. The estimation frameworks emphasized are Least Squares (LS), including Generalized Least Squares (GLS), and Maximum Likelihood (ML). Fundamental tools of estimation and inference are developed in these frameworks, and applied to specific models. For many frameworks, including the linear LS case, the consequences for estimation and statistical inference of frequently appearing deviations from the standard assumptions are also considered. Some of the introduced concepts and frameworks will be illustrated with simple applications using Stata. The course will conclude with a brief introduction to specific methods for panel data or for dealing with endogeneity.
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Autumn 2025
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Econometrics I D12
Autumn 2025 / Umeå / English / On site
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Starts1 October 2025
Ends2 November 2025
Number of credits7.5 credits
Type of studiesOn site
Study pace100%
Teaching hoursDaytime
Study locationUmeå
LanguageEnglish
Application codeUMU-23025
Eligibility 90 credits of which 75 credits in economics including 15 credits bachelor courses (G2F). Additionally, Mathematical Economics I D7 or the equivalent. Proficiency in English equivalent to the Swedish upper secondary course English 6.SelectionAcademic Credits
ApplicationApplication deadline was 15 April 2025. Submit a late application at Universityadmissions.se.
Application and tuition feesAs a citizen of a country outside the European Union (EU), the European Economic Area (EEA) or Switzerland, you are required to pay application and tuition fees for studies at Umeå University.
Application fee: SEK 900
Tuition fee, first instalment: SEK 12,075
Total fee: SEK 12,075
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How to apply
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