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 Blocks 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.
* What literature can I consult to support my studies?
You can follow the MOOC without studying additional sources. Further reading of the discussed topics (including the Building Blocks) is provided in the textbook that we wrote and on which the MOOC is based: Econometric Methods with Applications in Business and Economics, Oxford University Press. The connection between the MOOC modules and the book chapters is shown in the Course Guide – Further Information – How can I continue my studies.
* Will there be teaching assistants active to guide me through the course?
Staff and PhD students of our Econometric Institute will provide guidance in January and February of each year. In other periods, we provide only elementary guidance. We always advise you to connect with fellow learners of this course to discuss topics and exercises.
* 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 you pass all seven assignments.
Have a nice journey into the world of Econometrics!
The Econometrics team...

DT

2020年2月13日

Course was very well structured, pacing was very pleasant (albeit a little fast for the chapter about time series). Teachers were top notch! I had lots of fun while learning . Thank you!

JJ

2015年11月15日

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.

篩選依據：

創建者 Ivan S

•2016年7月28日

cool

創建者 Tran D B

•2017年8月1日

d

創建者 Taylor B

•2016年5月8日

This course is not for someone who hasn't taken much advanced math. There's a strong requirement of linear algebra, calculus, and probability. Someone who is relying only on the math prep they give you in the course will likely be very under-prepared for some of the more theoretical homework assignments.

With that disclaimer out of the way, this course gives a fairly good overview of important econometric techniques, though I wish they would have done more with time series analysis.

A major shortcoming of this course is some of the more complicated material (RESET test, Chow test, endogeneity, etc) were not presented in a complete way (in my opinion). I found myself referring to quite a few outside sources in order to figure out some of the more complicated material. Keep this in mind when taking the class and give yourself extra time to read farther into the concepts discussed in class.

創建者 Arcangel M

•2020年1月20日

The course is very dense in content and sometimes with many concepts that do not go deeper and are then required in the tests. In my opinion, the course should be divided into two courses, especially extending the part of Time Series and with a much more practical approach with real cases and with prediction models. So I encourage the people of this university to do a second part more focused on applying the concepts in real cases explaining everything in more detail. For the rest, the course has a high level and it is necessary to have previous statistical and mathematical knowledge.

創建者 Josiah N

•2016年9月28日

Good information, and detailed mathematical representation of the concepts, but often you will have to do outside research to truly understand the material, and the building blocks are not very helpful beyond a basic refresher course on matrices and statistics. This class requires a lot of studying and initiative to seek outside help to understand the material.

If more time was dedicated to truly explaining the concepts and principles and the REASONING behind them instead of just supplying equations and test names, this class would get a 5 star rating.

創建者 Thomas B

•2018年8月25日

Good content and quality. Coming from machine learning this gave me a new perspectives, e.g. a topic like endogeneity or the different kind of statistical tests.

I did the course using R, RStudio and R Markdown for the course assignments and that worked great. However, the course is taught without any reference to specific software packages and I think that's a big plus.

Some of the assignments were too academic for my taste (proving statements). I would have rather liked more examples showing different aspects and situations of the taught topics.

創建者 Filippo A B

•2016年11月20日

Very interesting intermediate course in Econometrics. I strongly recommend for both new learners and those are interested in refreshing their knowledge in econometrics.

Maybe some blocks are too theoretical, there are some "bugs" in the content, and I miss a bit more of applied econometrics using statistical softwares.

Definetly a very good example of teaching econometrics through MOOC, my heartfelt congratulations to the Econometrics team of the Erasmus University for the great job, it has been a really valuable course to attend.

創建者 Pablo M C

•2021年3月19日

In my opinion, this is a very well-structured introductory course. If you have no background in Econometrics, it might be useful to introduce you to the concepts. If you've already taken an Econometrics course, it will be useful to refresh different concepts and estimation techniques. Just to take into consideration, if you want to get deep into the training exercises and follow all the formalization aspects that are presented, it takes way more than 4-8 hours a week. You should consider at least 12 hours a week.

創建者 Sovit S

•2020年5月18日

It is a fairly expansive course in terms of the topics covered. However, it is not as discursive as I'd have liked. The tests are good but would have been better had they not provided too many hints. It is definitely an eight-week course if you diligently work on the exercises. Maybe there is room to recommend additional readings for those who'd like to learn more.

創建者 Max G

•2016年9月29日

Un curso muy interesante, con mucho contenido que requiere un esfuerzo por parte de los alumnos y una base matemática/estadística sólida. Las prácticas están muy bien organizadas. Hay explicaciones que podrían mejorar. Sin embargo, cumple sobremanera mis expectativas. Lo recomiendo.

創建者 ANTHONY E J

•2020年10月19日

Having more explanation with the answer videos will lead to a better understanding from MOOC participants. Also, additional review and participation from class instructors on grading tests would ensure a more effective and accurate calculation of participant performance.

創建者 Arthur M

•2016年4月10日

Good content and exercise, very pedagogic.

The only problem are the use of the program: If you don't know how to use a statistical program such as R, you will spend more time struggling with the program than understanding the topic.

創建者 Pradeep M

•2020年11月11日

This course provides inputs for advance level students. Theoretical aspects are well-covered. I gained a lot from this course. If some idea of any one econometric software is provided, it can further add value to the students.

創建者 Tatsunari W

•2017年9月13日

This course introduces basic and important statistical methods both in conceptual and practical ways. I wish this course were more longer and covered the topics deeper because I really enjoyed learning the topics.

創建者 Cristian T

•2020年5月4日

This is course is very smooth yet challenging. It provides good grounds for econometric analysis at an intermediate level. I totally recommend it. Thanks for the good job to all the professors and assistants.

創建者 Софья

•2017年2月22日

Some topics that were covered in this course were not explained in details and, in addition, there was no explanation of the theoretical aspects of the course (for instance, formulas transcript ).

創建者 Danish U

•2015年11月5日

Very good course. But too much emphasis on statistical derivations. Also estimating models by using any statistical software (SPSS, STATA, R, Eviews) will for sure be an interesting ad on.

創建者 Adrien

•2019年5月13日

Very good insights and step by step methods.

It is more theoretical (manual calculations of different methods) than applied and should be completed by another course for this matter.

創建者 Sriharsha G

•2016年2月26日

It is a very good course I guess, but being 15 years old, it didn't make any sense.

However, I got to learn a lot of new things about a field which I wish to pursue.

創建者 Yiming C

•2018年6月5日

Good course, I would recommend people who have basic knowledge about statistics and linear algebra take this course if the topic of econometrics interest you.

創建者 Sing L

•2017年10月12日

the video seems fast-forwarded, which makes it quite difficult to follow. not sure if it's only my personal feel of it. otherwise the content were great.

創建者 souvik g

•2020年8月26日

Great beginners course. Should be backed by readings. Exercises are awesome especially the building blocks. Looking forward to a more advanced course.

創建者 Anand Y

•2016年1月17日

More focus should be given on application part in initial modules vs. derivation. Also, the presentation can be made a bit more simple to understand.

創建者 Naim

•2017年8月15日

This course is really good for recapping what you have learned before. It would be a difficult course if you start it without previous background.

創建者 Francesco

•2017年7月23日

Some stuff are treated briefly but overall is a good MOOC, well organized and gives good hints to deal with econometrics problems.