Syllabus
Registration via LPIS
Day | Date | Time | Room |
---|---|---|---|
Monday | 03/04/19 | 10:30 AM - 12:30 PM | D5.1.001 |
Monday | 03/11/19 | 10:00 AM - 12:00 PM | D5.1.001 |
Monday | 03/18/19 | 09:30 AM - 11:30 AM | D5.1.001 |
Monday | 03/25/19 | 10:00 AM - 12:00 PM | D5.1.001 |
Thursday | 03/28/19 | 06:00 PM - 09:00 PM | TC.3.05 |
Monday | 04/01/19 | 10:00 AM - 12:00 PM | EA.6.032 |
Thursday | 04/04/19 | 05:00 PM - 08:00 PM | TC.3.21 |
Monday | 04/08/19 | 10:00 AM - 12:00 PM | D5.1.001 |
Monday | 04/29/19 | 10:00 AM - 12:00 PM | D5.0.002 |
Monday | 05/06/19 | 10:00 AM - 12:00 PM | D5.1.001 |
Monday | 05/13/19 | 10:00 AM - 12:00 PM | D5.1.001 |
Monday | 05/20/19 | 10:00 AM - 12:00 PM | D5.1.001 |
Monday | 05/27/19 | 10:00 AM - 12:00 PM | D5.1.001 |
Monday | 06/03/19 | 10:00 AM - 12:00 PM | D5.1.001 |
Monday | 06/17/19 | 10:00 AM - 12:00 PM | D5.1.001 |
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 having taken the course, students should be able to understand empirical studies published in scientific journals and carry out econometric work by themselves.
Software:
Carrying out empirical work is part of the content of the course. As standard software package we will use EViews (© Quantitative Micro Software), which is available in the PC classrooms.
Supplementary Literature:
Baltagi, B. (2008). Econometrics, New York: Springer.
Greene, W. (2003). Econometric analysis, 5. 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.
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