2022/2023 BABHAAI1092U Theory and Mechanics Behind Econometrics and Statistical Programming
English Title  
Theory and Mechanics Behind Econometrics and Statistical Programming 
Course information 

Language  English 
Course ECTS  7.5 ECTS 
Type  Elective 
Level  Bachelor 
Duration  Summer 
Start time of the course  Summer 
Timetable  Course schedule will be posted at calendar.cbs.dk 
Min. participants  5 
Max. participants  100 
Study board 
Study Board for BSc in Economics and Business
Administration

Course coordinator  


For academic questions related to the course, please contact course responsibles Ralf Andreas Wilke (rw.eco@cbs.dk) or Marta Boczon (mbo.eco@cbs.dk).  
Main academic disciplines  


Teaching methods  


Last updated on 25112022 
Relevant links 
Learning objectives  
At the completion of the course, the students


Course prerequisites  
The course is a progression course and bases on
BABHAAO1593U Statistics or equivalent.
BABHAAO1593U Statistics is the compulsory 2 semester long Statistics course of the BSc in Economics and Business Administration (HA alm.) at CBS. Students are expected to have basic knowledge of descriptive statistics, elementary probability calculus, probability distributions, confidence intervals, hypotheses tests, regression analysis and estimation by OLS and maximum likelihood (ML). Knowledge of the statistical language R is not required. 

Examination  


Course content, structure and pedagogical approach  
The course provides the students with a thorough and indepth understanding of the fundamental tools of probability theory, linear algebra, econometric modeling, and statistical inference that form the basis for the analysis of high dimensional data sets in economics, business, and finance.
Hence, the course has a high technical level and can be thought of as a progression course often required for many postgraduate study lines in economics, finance, and other applied statistics areas as well as for some of the CBS courses offered on both BSc and MSc level , eg, BABMECV1031U Econometrics, KANCOECO1058U Econometrics, KANCOECO1056U Financial Econometrics, KANCMECV1249U Panel Econometrics.
Progression route Econometrics at CBS:
Basics (BABHAAO1593U Statistics)
Furthermore, the course introduces the students to R projects for statistical computing, including how to code estimation and inference procedures (with and without R builtin standard function), and how to conduct Monte Carlo simulations. 

Description of the teaching methods  
The course comprises of 38 hours of lectures. Lectures focus on theory, intuition, derivations, and problem solving.  
Feedback during the teaching period  
 Office hours
 Email correspondence 

Student workload  


Further Information  
Ordinary 6 week course
Preliminary Assignment: The Nordic9 precourse is foundational for the summer university and identical for all bachelor courses. Students will receive an invitation with all details by the end of May. The assignment has two parts. 1.) online lectures and tutorials that student can access at their own time and 2.) one synchronous workshop which will be offered both online and inperson at several dates and times before the official start of the summer university courses. Signup is first come first serve. All students are expected to complete this assignment before classes begin.
We reserve the right to cancel the course if we do not get enough applications. This will be communicated on https://www.cbs.dk/en/study/internationalsummeruniversity/coursesandexams in early March. 

Expected literature  
Main textbooks
