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Econometrics III- Period 4
STEM in Amsterdam Program
Amsterdam, Netherlands
Dates: late Jan 2026 - late Jun 2026
Econometrics III- Period 4
OVERVIEW
CEA CAPA Partner Institution: Vrije Universiteit Amsterdam
Location: Amsterdam, Netherlands
Primary Subject Area: Economics
Instruction in: English
Course Code: E_EOR3_TR3
Transcript Source: Partner Institution
Course Details: Level 300
Recommended Semester Credits: 3
Contact Hours: 84
Prerequisites: Basics of statistics, probability, econometrics, algebra, and calculus
DESCRIPTION
Econometrics III provides an introduction to multivariate dynamic models and time-series analysis. The course covers both theoretical and practical aspects of time-series econometrics including analysis of multivariate stationary and non-stationary processes, vector autoregressive (VAR) models, vector error correction models (VECMs), and cointegration tests. The course also introduces panel data models, methods and techniques.
Contact hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
Contact hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.