Syllabus

Title
1767 Advanced Econometric Models and Methods (Science Track)
Instructors
Univ.Prof. Dr. Jesus Crespo Cuaresma, Univ.Prof. Mag.Dr. Harald Oberhofer
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
11/23/20 to 11/29/20
Registration via LPIS
Notes to the course
Subject(s) Master Programs
Dates
Day Date Time Room
Monday 11/30/20 09:00 AM - 01:00 PM Online-Einheit
Monday 12/07/20 09:00 AM - 01:00 PM Online-Einheit
Monday 12/14/20 09:00 AM - 01:00 PM Online-Einheit
Monday 12/21/20 09:00 AM - 01:00 PM Online-Einheit
Monday 01/11/21 09:00 AM - 01:00 PM Online-Einheit
Friday 01/15/21 09:00 AM - 01:00 PM Online-Einheit
Monday 01/18/21 09:00 AM - 01:00 PM Online-Einheit
Monday 01/25/21 09:00 AM - 01:00 PM Online-Einheit
Procedure for the course when limited activity on campus

The PI will be held using the “synchronous hybrid mode” as indicated in the guidelines for distance learning. In case of need, some students will take part in the lectures via a video-call while the vast majority will be able to be present. The group of students attending online will rotate over the course. Under the alternative scenario, the student assessments will be similar to the regular ones. There will be two physically present exams in groups of small enough sizes based on the regulation and homework exercises.

Contents

This course presents a rigorous introduction to the core topics of modern econometrics with a focus on the mathematical and statistical foundations. Topics such as linear regression, ordinary and generalized least squares, maximum likelihood and statistical testing in regression models are covered.

Learning outcomes

 This course provides a comprehensive formal introduction to the analysis of economic data using econometric methods. After having taken the course, students should be able to understand the econometric foundations of empirical studies published in scientific journals and carry out advanced econometric work by themselves.

Attendance requirements

Attendance is compulsory and students are expected to present at at least 80% of all dates. Students should have a sound knowledge of statistics and mathematics (matrix algebra in particular).

Teaching/learning method(s)

Frontal teaching, group exercises. 

Assessment

Mid-term test (40%), final test (40%), exercises (20%).A positive joint mid-term and final test (50\% threshold of total points) is required for passing the course.

Readings
1 Author: Davidson, R. and MacKinnon, J.G.
Title:

Econometric Theory and Methods


Publisher: Oxford University Press.
Year: 2004
Content relevant for class examination: Yes
Content relevant for diploma examination: Yes
Recommendation: Essential reading for all students
Type: Book
Last edited: 2020-07-17



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