1826 Econometrics II
Dr. Carolina Bernardita Lennon Zaninovic
  • LV-Typ
  • Semesterstunden
  • Unterrichtssprache
17.09.2019 bis 24.09.2019
Anmeldung über LPIS
Hinweise zur LV
Planpunkt(e) Bachelor
Wochentag Datum Uhrzeit Raum
Mittwoch 02.10.2019 11:00 - 13:00 D2.0.038
Mittwoch 09.10.2019 11:00 - 13:00 D2.0.038
Mittwoch 16.10.2019 11:00 - 13:00 D2.0.038
Mittwoch 23.10.2019 11:00 - 13:00 D2.0.038
Mittwoch 30.10.2019 11:00 - 13:00 D2.0.038
Mittwoch 06.11.2019 11:00 - 13:00 D2.0.030
Mittwoch 13.11.2019 11:00 - 13:00 D2.0.030
Mittwoch 20.11.2019 11:00 - 13:00 TC.4.18
Mittwoch 04.12.2019 10:00 - 13:00 TC.4.18
Mittwoch 11.12.2019 10:00 - 13:00 TC.4.18
Mittwoch 18.12.2019 10:00 - 13:00 TC.4.18
Mittwoch 08.01.2020 10:00 - 13:00 TC.4.18
Mittwoch 15.01.2020 10:00 - 13:00 TC.4.18
Mittwoch 22.01.2020 11:00 - 13:00 TC.4.18
Mittwoch 29.01.2020 11:00 - 13:00 TC.4.18

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, functional forms, heteroskedasticity and an introduction R, Stata or E-views.  

In Econometrics II, we will cover the following topics:

· Asymptotic properties of OLS estimator.

· Further issues: Omitted variable bias and proxy variables, endogeneity from non-random sampling and measurement errors, and outliers.

· Instrumental variables and 2SLS: derivation, properties and tests.

· Simultaneous Equations Models.

· Limited Dependent Variable Models: Probit and Logit, Poisson, Tobit, Censored, truncation and incidental truncation models.

Lernergebnisse (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. The course complements and expands the subjects dealt with in Econometrics I. 

Regelung zur Anwesenheit

Attendace 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: 30% iii) Final exam: 40%

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

Please notice that the final exam is planned to take place on the 15th of January.  This will be the last official day of the course.


1 Autor/in: Wooldridge, J.

Introductory Econometrics. A Modern Approach

Verlag: Cengage Learning
Auflage: 5th, 6th or 7th edition
Jahr: 2012
Prüfungsstoff: Ja
Empfehlung: Unbedingt notwendige Studienliteratur für alle Studierenden
Art: Buch

Teilnahmevoraussetzung(en) und Vergabe von Wartelistenplätzen

Students must have successfully passed Econometrics I

Empfohlene inhaltliche Vorkenntnisse

Maths (optimization, derivatives, sum operators and matrix) and Statistics (distributions, moments, and properties)

Erreichbarkeit des/der Vortragenden

Institut für Makroökonomie


Zuletzt bearbeitet: 23.08.2019