Syllabus

Titel
0605 Econometrics II
LV-Leiter/innen
Univ.Prof. Dr. Harald Badinger
Kontakt
  • LV-Typ
    PI
  • Semesterstunden
    2
  • Unterrichtssprache
    Englisch
Anmeldung
17.09.2020 bis 30.09.2020
Anmeldung über LPIS
Hinweise zur LV
Planpunkt(e) Bachelor
Termine
Wochentag Datum Uhrzeit Raum
Montag 05.10.2020 15:00 - 17:00 D4.0.039
Montag 12.10.2020 15:00 - 17:00 D4.0.039
Montag 19.10.2020 15:00 - 17:00 D4.0.039
Montag 02.11.2020 15:00 - 17:00 Online-Einheit
Montag 16.11.2020 15:00 - 17:00 Online-Einheit
Montag 23.11.2020 15:00 - 17:00 Online-Einheit
Montag 30.11.2020 15:00 - 17:00 Online-Einheit
Montag 07.12.2020 15:00 - 17:00 Online-Einheit
Montag 14.12.2020 15:00 - 17:00 Online-Einheit
Montag 21.12.2020 15:00 - 17:00 Online-Einheit
Montag 11.01.2021 15:00 - 17:00 Online-Einheit
Montag 18.01.2021 15:00 - 17:00 Online-Einheit

Ablauf der LV bei eingeschränktem Campusbetrieb

The mode we propose corresponds to the rotation mode insofar as we provide that the student groups are present alternately in the lecture hall. It specifies the rotation mode in more detail, since we provide for the students who are not in the lecture room that they take part in the course units remotely and synchronously (we are not asking them to learn the material covered in the unit in self-study).

Please create access to Microsoft Teams before the first lesson. Microsoft Teams is used flexibly, either at the lecturer's desk in the lecture room (or - if it is not allowed to enter the lecture rooms - in the home office). The screen of the lecturer's desk is shared between the students in the lecture room and those at home. For the students in the lecture room, the lecturer's PC projects onto the whiteboard; students at home need their own laptop (tablet), with which MS-Teams can share the screen. The sound is transmitted from the lecture room via a microphone to the students in the home office. (It is not intended / necessary to film the lecturer.)

The course takes place synchronously; it is not intended to record the units for asynchronous use.

If you are not subject to travel restrictions, attendance is mandatory (either in the lecture room or remotely via MS-Teams) on specified dates. Please expect that – most likely – you will have to be present in the lecture room every second meeting. Depending on the Corona situation, the meetings with physical attendance will be announced shortly before the course begins. Please note that this mode is very flexible and the presence in the lecture room can vary between 0% - 100%.

Only if you are subject to travel restrictions can you take part in the course in remote mode.

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. 

Lehr-/Lerndesign

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. 

Literatur

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

Zuletzt bearbeitet: 24.06.2020



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