Syllabus

Title
5283 Econometrics I
Instructors
Univ.Prof. Dr. Jesus Crespo Cuaresma
Contact details
  • Type
    PI
  • Weekly hours
    2
  • Language of instruction
    Englisch
Registration
02/11/19 to 02/18/19
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
Dates
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

Contents

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.

Learning outcomes

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.

Attendance requirements

Attendance is compulsory.

Teaching/learning method(s)

Lectures, excercises

Assessment

Midterm exam (40%), final exam (40%), empirical exercises (20%). A positive combined exam mark (average of midterm and final) is required to be positive in the course.

Prerequisites for participation and waiting lists

 

Readings

1 Author: Wooldridge, J.
Title: Introductory Econometrics

Publisher: Mason, Ohio, South-Western
Edition: 4th edition
Remarks: It is expected that the students read the corresponding chapters before each lecture.
Year: 2009
Content relevant for class examination: Yes
Recommendation: Essential reading for all students
Type: Book

Recommended previous knowledge and skills

Sound knowledge of statistics and mathematics

 

Availability of lecturer(s)

Other

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.

 

 

Last edited: 2019-01-16



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