0690 Econometrics II
Anja Kukuvec, M.Sc.
  • LV-Typ
  • Semesterstunden
  • Unterrichtssprache
17.09.2019 bis 24.09.2019
Anmeldung über LPIS
Hinweise zur LV
Planpunkt(e) Bachelor
Wochentag Datum Uhrzeit Raum
Montag 14.10.2019 13:00 - 15:00 D4.0.039
Montag 21.10.2019 13:00 - 15:00 D4.0.039
Montag 28.10.2019 13:00 - 15:00 D4.0.039
Montag 04.11.2019 13:00 - 15:00 D4.0.039
Montag 11.11.2019 13:00 - 15:00 D4.0.039
Montag 18.11.2019 13:00 - 15:00 D4.0.039
Montag 25.11.2019 13:00 - 15:00 D4.0.039
Montag 02.12.2019 13:00 - 15:00 D4.0.039
Montag 09.12.2019 13:00 - 15:00 D4.0.039
Montag 16.12.2019 13:00 - 15:00 D4.0.039
Montag 13.01.2020 13:00 - 15:00 D4.0.039
Montag 20.01.2020 13:00 - 15:00 D4.0.039
Montag 27.01.2020 13:00 - 15:00 D4.0.039

Inhalte der LV

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. 

Lernergebnisse (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. 

Regelung zur Anwesenheit

Attendance is compulsory. 


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

Leistung(en) für eine Beurteilung

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. 


1 Autor/in: Wooldridge, J.
Titel: Introductory Econometrics

Verlag: Mason, Ohio: South-Western
Jahr: 2009
Prüfungsstoff: Ja
Empfehlung: Unbedingt notwendige Studienliteratur für alle Studierenden
Art: Buch

Teilnahmevoraussetzung(en) und Vergabe von Wartelistenplätzen

sound knowledge of basic statistics, mathematics, and matrix algebra

Erreichbarkeit des/der Vortragenden

Institut für Internationale Wirtschaft

Zuletzt bearbeitet: 23.09.2019