Syllabus

Title
5333 Econometrics and Empirical Economic Research
Instructors
Martin Hofer, MSc (WU), Dr. Stefan Humer
Contact details
shumer@wu.ac.at; Martin.Hofer@wu.ac.at
Type
PI
Weekly hours
4
Language of instruction
Englisch
Registration
02/19/18 to 02/25/18
Registration via LPIS
Notes to the course
Subject(s) Master Programs
Econometrics & Empirical Economic Research
Dates
Day Date Time Room
Friday 03/16/18 01:30 PM - 05:30 PM TC.3.03
Friday 03/23/18 01:30 PM - 05:30 PM TC.3.03
Friday 04/13/18 01:30 PM - 05:30 PM TC.3.03
Friday 04/20/18 01:30 PM - 05:30 PM TC.3.03
Friday 04/27/18 01:30 PM - 05:30 PM TC.3.03
Friday 05/04/18 01:30 PM - 05:30 PM TC.3.03
Friday 05/18/18 01:30 PM - 05:30 PM TC.3.03
Friday 05/25/18 01:30 PM - 05:30 PM TC.3.03
Friday 06/01/18 01:30 PM - 06:00 PM TC.3.03
Friday 06/22/18 01:30 PM - 05:30 PM TC.3.03
Friday 06/29/18 01:30 PM - 06:00 PM TC.3.03
Wednesday 10/03/18 05:00 PM - 07:30 PM TC.5.01

On this page:

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Contents
  1. OLS I: estimation & properties
  2. OLS II: inference & asymptotics
  3. OLS III: bias-variance trade-off & model selection
  4. Endogeneity I: omitted variables & measurement error
  5. Limited dependent variables I: maximum likelihood
  6. Limited dependent variables II: logit & probit
  7. Limited dependent variables III: multinomial models & poisson
  8. Endogeneity II: reverse causality & selection
  9. Time series I: autocorrelation & stationarity
  10. Time series II: ARIMA(X)
  11. Panel: diff-in-diff & fixed / random effects
  12. Multilevel modelling
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Learning outcomes
The goal of this course is to convey a solid understanding of econometric concepts and assumptions. Students will learn to make sense of the results of various tests and regression analysis methods. At the end of the semester, students will understand state-of-the-art econometric research methods and be able to assess their appropriateness in the context of current research papers.
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Attendance requirements

Eleven units & final exam

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Teaching/learning method(s)

The learning methods consist of lectures, homeworks, in-dept discussion of exercises and a written exam at the end of the course.

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Assessment

Twelve homework exercises (deliverable in groups of up to three students): 12x4 = 48%

Written exam on the topics of the course: 52%

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Readings
1 Author: Jeffrey Wooldridge
Title: Introductory Econometrics

Publisher: Thomson
Edition: 6
Year: 2016
Recommendation: Strongly recommended (but no absolute necessity for purchase)
Type: Book
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Availability of lecturer(s)

E-Mail: shumer@wu.ac.at, Martin.Hofer@wu.ac.at

E-Mail - Tutor: jdolesch@wu.ac.at

Last edited: 2018-06-18



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