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...

Nov 16, 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.

Jun 09, 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.

筛选依据：

创建者 Лопушанский Д И

•Feb 16, 2017

It is a good material to get quite valuable knowledge in the area of econometrics

创建者 LE T T T

•Jun 27, 2019

This course really laid a foundation on my research orientation. Sincerely thanks!

创建者 Sumit K

•May 24, 2018

Great course to learn and to apply analytics in any field of management

创建者 Nguyen P Q

•Sep 25, 2016

Great and very practical course.

创建者 Bjorn S

•Jun 23, 2019

Great course!

创建者 Yoseph M

•Apr 25, 2017

I found it one of the Best MOOC and I am looking forward to learn more.

创建者 juan j m

•Aug 14, 2016

Excelente diseño. Felicito sinceramente a todo el equipo de profesores y administradores que hicieron posible que se ofrezca este curso en línea. Sé que hay MUCHÍSIMO trabajo detrás de este curso que a veces pareciera no se valora. Creanmelo, han logrado un curso de muy buen nivel que seguramente se irá perfeccionando con las aportaciones de todos. Es perfectible. En lo particular, me ha permitido moverme de mi zona de confort para no perder de vista la importancia de la enseñanza de las demostraciones en el campo de la Econometría. Muy buen precio. Seguiré participando.

Atte.

Juan José Mendoza Alvarado

Universidad Autónoma de Nayarit

创建者 Joost d G

•Jan 05, 2018

Very practical info, well tought

创建者 Alberto E d T

•May 08, 2018

I think that I understand Econometrics now. Fantastic course.

创建者 mittal.hitesh.92@gmail.com

•Feb 07, 2019

Excellent learning , though some hands on practice on tools like R and other software should also be made the part of the course.

创建者 Yanpeng G

•Aug 24, 2017

It's both theoretical and practical, well organized!

创建者 Guillermo B

•Aug 25, 2017

Excellent review of all major topics in Econometrics. Great case study applications, lots of work but really fun learning experience.

创建者 Yau C G L

•Mar 16, 2016

This course greatly exceeded my expectations. Thank you Erasmus University Rotter and Coursera for giving me a happy learning journey.

创建者 quangngu

•Jan 21, 2019

There was a drastic increase in difficulty in week 6 and 7 from the rest of the course.

创建者 Anand Y

•Jan 17, 2016

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.

创建者 Harsha G

•Feb 26, 2016

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.

创建者 Josiah N

•Sep 28, 2016

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.

创建者 Upmanyu B

•Feb 22, 2016

Awesome, helped me alot! Thanks MOOC cordinatiors.

创建者 Taylor B

•May 08, 2016

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.

创建者 Naim

•Aug 16, 2017

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.

创建者 Yiming C

•Jun 05, 2018

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.

创建者 Utkarsh A

•Mar 18, 2017

The level of this course is high. It's better to take a basic course on Econometrics and then take up this.

创建者 ayushman g

•Dec 08, 2015

nicely explained.

创建者 Maximiliano G

•Sep 29, 2016

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.

创建者 Danish U

•Nov 05, 2015

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.