Syllabus

Titel
1680 Econometrics I
LV-Leiter/innen
Annalisa Cadonna, Ph.D.
Kontakt
  • LV-Typ
    PI
  • Semesterstunden
    2
  • Unterrichtssprache
    Englisch
Anmeldung
19.09.2019 bis 28.09.2019
Anmeldung über LPIS
Hinweise zur LV
Planpunkt(e) Bachelor
Termine
Wochentag Datum Uhrzeit Raum
Dienstag 01.10.2019 14:30 - 16:30 TC.4.14
Dienstag 08.10.2019 14:30 - 16:30 TC.5.04
Dienstag 15.10.2019 14:30 - 16:30 D2.0.342 Teacher Training Raum
Dienstag 22.10.2019 14:30 - 16:30 TC.5.04
Dienstag 29.10.2019 14:30 - 16:30 TC.5.04
Dienstag 05.11.2019 12:30 - 14:30 TC.2.02
Dienstag 12.11.2019 14:30 - 16:30 D3.0.222
Dienstag 19.11.2019 14:30 - 16:30 D3.0.222
Dienstag 26.11.2019 14:30 - 16:30 TC.4.14
Dienstag 03.12.2019 14:30 - 16:30 TC.4.14
Dienstag 10.12.2019 14:30 - 16:30 TC.4.14
Dienstag 17.12.2019 12:00 - 14:00 TC.2.02

Inhalte der LV

The course covers basic concepts of econometrics. After an introduction into the characteristics of economic data, concepts such as causality and correlation are discussed. The classical regression model and the assumptions underlying the model are discussed in detail. The method of OLS estimation as well as asymptotic tests are explained in detail. Other topics include model selection such as choice of functional form, misspecification, dummy variables and heteroscedasticity.

Lernergebnisse (Learning Outcomes)

The course provides an introduction to the analysis of economic data using econometric methods based on multiple regression. After the course, students will be able to understand and discuss empirical studies using the methods covered in this course. Moreover, students will learn how to independent conduct their own analyses of economic data.


Regelung zur Anwesenheit

For this lecture participation is obligatory. Students are allowed to miss a maximum of 20% (no matter if excused or not excused).

Lehr-/Lerndesign

In-class, content is presented using the whiteboard and presentation slides. Moreover, the methods are illustrated via case studies using EViews and R. To ensure the in-depth applicability of the material presented, four extensive case studies have to be worked out; the solutions must be handed in in form of written reports.

Leistung(en) für eine Beurteilung

4 case studies (in groups), 8 points each

2 written exams (individually), 24 points each

Grading scheme:

1: 72 – ∞

2: 64 – 71.99

3: 56 – 63.99

4: 48 – 55.99

5: 00 – 47.99

Class attendance is compulsory.

Literatur

1 Autor/in: James H. Stock & Mark M. Watson
Titel: Introduction to Econometric

Prüfungsstoff: Ja
Empfehlung: Stark empfohlen (aber nicht absolute Kaufnotwendigkeit)
Art: Buch
2 Autor/in: Jeffrey M. Wooldridge
Titel: Introduction to Econometrics

Prüfungsstoff: Ja
Empfehlung: Stark empfohlen (aber nicht absolute Kaufnotwendigkeit)
Art: Buch

Empfohlene inhaltliche Vorkenntnisse

Mathematics, Statistics

Erreichbarkeit des/der Vortragenden

Zuletzt bearbeitet: 18.03.2019



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