About this Course
92,462 recent views

100% online

Start instantly and learn at your own schedule.

Flexible deadlines

Reset deadlines in accordance to your schedule.

Approx. 31 hours to complete

Suggested: 7 weeks of study, 4-8 hours/week...

English

Subtitles: English

Skills you will gain

Linear RegressionTime SeriesEconometricsRegression Analysis
Learners taking this Course are
  • Economists
  • Risk Managers
  • Financial Analysts
  • Traders
  • Auditors

100% online

Start instantly and learn at your own schedule.

Flexible deadlines

Reset deadlines in accordance to your schedule.

Approx. 31 hours to complete

Suggested: 7 weeks of study, 4-8 hours/week...

English

Subtitles: English

Syllabus - What you will learn from this course

Week
1
29 minutes to complete

Welcome Module

2 videos (Total 9 min), 2 readings
2 videos
About this course5m
2 readings
Course Guide - Structure of the MOOC10m
Course Guide - Further information10m
8 hours to complete

Simple Regression

5 videos (Total 39 min), 11 readings, 1 quiz
5 videos
Lecture 1.2 on Simple Regression: Representation7m
Lecture 1.3 on Simple Regression: Estimation7m
Lecture 1.4 on Simple Regression: Evaluation8m
Lecture 1.5 on Simple Regression: Application6m
11 readings
Dataset Simple Regression10m
Training Exercise 1.11h
Solution Training Exercise 1.110m
Training Exercise 1.21h
Solution Training Exercise 1.210m
Training Exercise 1.31h
Solution Training Exercise 1.310m
Training Exercise 1.41h
Solution Training Exercise 1.410m
Training Exercise 1.51h
Solution Training Exercise 1.510m
Week
2
9 hours to complete

Multiple Regression

6 videos (Total 45 min), 13 readings, 1 quiz
6 videos
Lecture 2.2 on Multiple Regression: Representation9m
Lecture 2.3 on Multiple Regression: Estimation8m
Lecture 2.4.1 on Multiple Regression: Evaluation - Statistical Properties8m
Lecture 2.4.2 on Multiple Regression: Evaluation - Statistical Tests5m
Lecture 2.5 on Multiple Regression: Application9m
13 readings
Dataset Multiple Regression10m
Training Exercise 2.11h
Solution Training Exercise 2.110m
Training Exercise 2.21h
Solution Training Exercise 2.210m
Training Exercise 2.31h
Solution Training Exercise 2.310m
Training Exercise 2.4.11h
Solution Training Exercise 2.4.110m
Training Exercise 2.4.21h
Solution Training Exercise 2.4.210m
Training Exercise 2.51h
Solution Training Exercise 2.510m
Week
3
8 hours to complete

Model Specification

5 videos (Total 41 min), 11 readings, 1 quiz
5 videos
Lecture 3.2 on Model Specification: Specification9m
Lecture 3.3 on Model Specification: Transformation8m
Lecture 3.4 on Model Specification: Evaluation8m
Lecture 3.5 on Model Specification: Application9m
11 readings
Dataset Model Specification10m
Training Exercise 3.11h
Solution Training Exercise 3.110m
Training Exercise 3.21h
Solution Training Exercise 3.210m
Training Exercise 3.31h
Solution Training Exercise 3.310m
Training Exercise 3.41h
Solution Training Exercise 3.410m
Training Exercise 3.51h
Solution Training Exercise 3.510m
Week
4
8 hours to complete

Endogeneity

5 videos (Total 44 min), 11 readings, 1 quiz
5 videos
Lecture 4.2 on Endogeneity: Consequences8m
Lecture 4.3 on Endogeneity: Estimation8m
Lecture 4.4 on Endogeneity: Testing7m
Lecture 4.5 on Endogeneity: Application9m
11 readings
Dataset Endogeneity10m
Training Exercise 4.11h
Solution Training Exercise 4.110m
Training Exercise 4.21h
Solution Training Exercise 4.210m
Training Exercise 4.31h
Solution Training Exercise 4.310m
Training Exercise 4.41h
Solution Training Exercise 4.410m
Training Exercise 4.51h
Solution Training Exercise 4.510m
4.6
158 ReviewsChevron Right

44%

started a new career after completing these courses

36%

got a tangible career benefit from this course

12%

got a pay increase or promotion

Top reviews from Econometrics: Methods and Applications

By JJNov 16th 2015

The design of the course is very Helpful and efficient. The course is well explained. The instructors are very clear and master the subject. They very detailed and well organized.

By TMJun 9th 2016

Very practical, I would urge people who intend to take this course to come to this course with at least some knowledge of econometrics and statistics. It would come in handy.

Instructors

Avatar

Philip Hans Franses

Prof. Dr.
Econometric Institute, Erasmus School of Economics
Avatar

Christiaan Heij

Dr.
Econometric Institute, Erasmus School of Economics
Avatar

Michel van der Wel

Dr.
Econometric Institute, Erasmus School of Economics
Avatar

Dennis Fok

Prof. Dr.
Econometric Institute, Erasmus School of Economics
Avatar

Richard Paap

Prof. Dr.
Econometric Institute, Erasmus School of Economics
Avatar

Dick van Dijk

Prof. Dr.
Econometric Institute, Erasmus School of Economics
Avatar

Erik Kole

Dr.
Econometric Institute, Erasmus School of Economics
Avatar

Francine Gresnigt

PhD candidate
Econometric Institute, Erasmus School of Economics
Avatar

Myrthe van Dieijen

PhD candidate
Econometric Institute, Erasmus School of Economics

About Erasmus University Rotterdam

Erasmus University: a top-100 ranked international research university based in Rotterdam, the Netherlands. Our academic teaching and research focuses on four areas: health, wealth, culture and governance. Erasmus University Rotterdam: make it happen. ...

Frequently Asked Questions

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

  • When you purchase a Certificate you get access to all course materials, including graded assignments. Upon completing the course, your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

More questions? Visit the Learner Help Center.