Erasmus University Rotterdam
Econometrics: Methods and Applications
Erasmus University Rotterdam

Econometrics: Methods and Applications

Taught in English

Some content may not be translated

179,909 already enrolled

Course

Gain insight into a topic and learn the fundamentals

Francine Gresnigt
Dennis Fok
Michel van der Wel

Instructors: Francine Gresnigt

4.6

(1,164 reviews)

66 hours to complete
3 weeks at 22 hours a week
Flexible schedule
Learn at your own pace

Details to know

Shareable certificate

Add to your LinkedIn profile

See how employees at top companies are mastering in-demand skills

Placeholder
Placeholder

Earn a career certificate

Add this credential to your LinkedIn profile, resume, or CV

Share it on social media and in your performance review

Placeholder

There are 9 modules in this course

Welcome! Do you wish to know how to analyze and solve business and economic questions with data analysis tools? Then Econometrics by Erasmus University Rotterdam is the right course for you, as you learn how to translate data into models to make forecasts and to support decision making. What do I learn? When you know econometrics, you are able to translate data into models to make forecasts and to support decision making in a wide variety of fields, ranging from macroeconomics to finance and marketing. Our course starts with introductory lectures on simple and multiple regression, followed by topics of special interest to deal with model specification, endogenous variables, binary choice data, and time series data. You learn these key topics in econometrics by watching the videos with in-video quizzes and by making post-video training exercises. Do I need prior knowledge? The course is suitable for (advanced undergraduate) students in economics, finance, business, engineering, and data analysis, as well as for those who work in these fields. The course requires some basics of matrices, probability, and statistics, which are reviewed in the Building Block module. If you are searching for a MOOC on econometrics of a more introductory nature that needs less background in mathematics, you may be interested in the Coursera course “Enjoyable Econometrics” that is also from Erasmus University Rotterdam. Will there be teaching assistants active to guide me through the course? We advise you to connect with fellow learners of this course to discuss topics and exercises. Staff of our Econometric Institute provides guidance in January and February of each year. How will I get a certificate? To gain the certificate of this course, you are asked to make six Test Exercises (one per module) and a Case Project. Further, you perform peer-reviewing activities of the work of three of your fellow learners of this MOOC. You gain the certificate if your average grade score is at least 50%. Have a nice journey into the world of Econometrics! The Econometrics team

What's included

2 videos2 readings

What's included

5 videos11 readings1 peer review

What's included

6 videos13 readings1 peer review

What's included

5 videos11 readings1 peer review

What's included

5 videos11 readings1 peer review

What's included

5 videos12 readings1 peer review

What's included

5 videos11 readings1 peer review

This Case Project is the final assignment of our MOOC. It is of an applied nature, and it asks you to answer practical questions by means of econometric methods. By doing the case, you will integrate various econometric methods and skills that were trained in our MOOC.

What's included

1 peer review

By studying this module, you get the required background on matrices, probability and statistics. Each topic is illustrated with simple examples, and you get hands-on training by doing the training exercise that concludes each lecture. Three lectures on matrices show you the basic terminology and properties of matrices, including transpose, trace, rank, inverse, and positive definiteness. Two lectures on probability teach you the basics of univariate and multivariate probability distributions, especially the normal and associated distributions, including mean, variance, and covariance. Finally, two lectures on statistics present you with the basic ideas of statistical inference, in particular parameter estimation and testing, including the use of matrix methods and probability methods.

What's included

7 videos16 readings

Instructors

Instructor ratings
4.5 (114 ratings)
Francine Gresnigt
Erasmus University Rotterdam
2 Courses179,956 learners
Dennis Fok
Erasmus University Rotterdam
2 Courses179,956 learners
Michel van der Wel
Erasmus University Rotterdam
2 Courses179,956 learners

Offered by

Recommended if you're interested in Probability and Statistics

Why people choose Coursera for their career

Felipe M.
Learner since 2018
"To be able to take courses at my own pace and rhythm has been an amazing experience. I can learn whenever it fits my schedule and mood."
Jennifer J.
Learner since 2020
"I directly applied the concepts and skills I learned from my courses to an exciting new project at work."
Larry W.
Learner since 2021
"When I need courses on topics that my university doesn't offer, Coursera is one of the best places to go."
Chaitanya A.
"Learning isn't just about being better at your job: it's so much more than that. Coursera allows me to learn without limits."

Learner reviews

Showing 3 of 1164

4.6

1,164 reviews

  • 5 stars

    72.85%

  • 4 stars

    18.47%

  • 3 stars

    4.20%

  • 2 stars

    1.89%

  • 1 star

    2.57%

TD
5

Reviewed on Jul 20, 2020

JW
5

Reviewed on Jan 17, 2016

SG
4

Reviewed on Aug 25, 2020

New to Probability and Statistics? Start here.

Placeholder

Open new doors with Coursera Plus

Unlimited access to 7,000+ world-class courses, hands-on projects, and job-ready certificate programs - all included in your subscription

Advance your career with an online degree

Earn a degree from world-class universities - 100% online

Join over 3,400 global companies that choose Coursera for Business

Upskill your employees to excel in the digital economy

Frequently asked questions