Syllabus

Title
0690 Econometrics II
Instructors
Anja Kukuvec, M.Sc.
Contact details
  • Type
    PI
  • Weekly hours
    2
  • Language of instruction
    Englisch
Registration
09/17/19 to 09/24/19
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
Dates
Day Date Time Room
Monday 10/14/19 01:00 PM - 03:00 PM D4.0.039
Monday 10/21/19 01:00 PM - 03:00 PM D4.0.039
Monday 10/28/19 01:00 PM - 03:00 PM D4.0.039
Monday 11/04/19 01:00 PM - 03:00 PM D4.0.039
Monday 11/11/19 01:00 PM - 03:00 PM D4.0.039
Monday 11/18/19 01:00 PM - 03:00 PM D4.0.039
Monday 11/25/19 01:00 PM - 03:00 PM D4.0.039
Monday 12/02/19 01:00 PM - 03:00 PM D4.0.039
Monday 12/09/19 01:00 PM - 03:00 PM D4.0.039
Monday 12/16/19 01:00 PM - 03:00 PM D4.0.039
Monday 01/13/20 01:00 PM - 03:00 PM D4.0.039
Monday 01/20/20 01:00 PM - 03:00 PM D4.0.039
Monday 01/27/20 01:00 PM - 03:00 PM D4.0.039

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, limited dependent variable models, simultaneous equation models and panel data 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 datausing econometric methods. After having taken the course, students should beable to understand empirical studies published in scientific journals and carryout econometric work by themselves. The course complements and expands thesubjects dealt with in Econometrics I. 

Attendance requirements

Attendance is compulsory. 

Teaching/learning method(s)

The course consists of lectures where the theoretical frameworks are presented and practical units where students assess the methods using real data.

Assessment

i) Exercises + class participation: 30% ii) Midterm exam: 35% iii) Final exam: 35%

A positive combined midterm and final exam (50% threshold) is a prerequisite for passing the course. 

Prerequisites for participation and waiting lists

sound knowledge of basic statistics, mathematics, and matrix algebra

Readings

1 Author: Wooldridge, J.
Title: Introductory Econometrics

Publisher: Mason, Ohio: South-Western
Year: 2009
Content relevant for class examination: Yes
Recommendation: Essential reading for all students
Type: Book

Availability of lecturer(s)

Institut für Internationale Wirtschaft
E-Mail: anja.kukuvec@wu.ac.at

Last edited: 2019-09-23



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