Syllabus
Title
4683 Applied Econometrics
Instructors
Univ.Prof. Mag.Dr. Harald Oberhofer, Anja Sebbesen, M.Sc.
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/15/19 to 02/22/19
Registration via LPIS
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
Dates
Day | Date | Time | Room |
---|---|---|---|
Tuesday | 03/05/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 03/12/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 03/19/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 03/26/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 04/02/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 04/09/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 04/30/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 05/07/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 05/14/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 05/21/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 05/28/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 06/04/19 | 12:30 PM - 02:30 PM | D4.0.039 |
Tuesday | 06/18/19 | 12:30 PM - 02:30 PM | D4.0.039 |
The econometrics teaching program is offered in a cycle over 3 terms. In Econometrics I, the foundations of the subject are dealt with: causality, correlation, assumptions of the linear regression model, OLS estimation, asymptotic tests, misspecification, outliers, heteroskedasticity and an introduction to E-views. In Econometrics II, advanced subjects are covered: Time series analysis, endogeneity, instrumental variable estimation, panel data and limited dependent variable models. In Applied Econometrics, a deeper analysis of selected topics is offered and students are required to write an empirical, applied-econometric essay.
This course provides an introduction to the analysis of economic data using econometric methods. After taking the course, students should be able to understand empirical studies published in scientific journals and carry out econometric work by themselves. The course complements and expands the subjects dealt with in Econometrics I and II and involves writing an empirical, applied-econometric essay.
We take for granted that students have visited Econometrics I and II and that the content of these courses have been understood (Wooldridge, 2009, chapters 1-10, appendices A-E).
Supplementary Literature
Baltagi, B. (2008). Econometrics, New York: Springer.
Greene, W. (2003). Econometric analysis, 5th ed., U.S.River, N.J.: Prentice Hall.
Gujarati, D.N., Porter, D.C. (2009). Basic Econometrics, New York: McGraw Hill.
Hackl, P. (2005). Einführung in die Ökonometrie. München: Pearson Studium.
Last edited: 2019-01-07
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