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.
Language of instruction
|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|
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 is compulsory.
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.
Author: Wooldridge, J.
Publisher: Mason, Ohio: South-Western
Content relevant for class examination: Yes
Recommendation: Essential reading for all students
Institut für Internationale Wirtschaft