Syllabus

Title
4509 Applied Econometrics
Instructors
Anna Matzner, MSc (WU), Mag. Philipp Poyntner, Bakk.
Contact details
anna.matzner@wu.ac.at; philipp.poyntner@wu.ac.at
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/17/22 to 02/23/22
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
Applied Econometrics
Course V - Economics Core
Dates
Day Date Time Room
Wednesday 03/09/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 03/16/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 03/23/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 03/30/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 04/06/22 01:00 PM - 03:00 PM D2.0.030
Wednesday 04/20/22 01:00 PM - 03:00 PM D4.0.136
Wednesday 05/04/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 05/11/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 05/18/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 05/25/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 06/01/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 06/08/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 06/15/22 01:30 PM - 03:30 PM D4.0.144
Wednesday 06/22/22 01:30 PM - 03:30 PM D4.0.144

On this page:

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Contents
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, panel data and limited dependent variable models. In Applied Econometrics, a deeper analysis of selected topics is offered and students are required to write an empirical, applied-econometric essay.
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Learning outcomes
This course provides an introduction to the analysis of economic data using econometric methods. After taking 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 and II and involves writing an empirical, applied-econometric essay.
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Attendance requirements

Attendance is compulsory. A maximum of 2 lessons may be missed. This also applies if the course switches to a different mode, e.g. online or hybrid mode.

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Teaching/learning method(s)
Lectures, Essay, Presentation
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Assessment

i) Exam: 40%

ii) and iii) Presentation and essay : 30% +30%

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Prerequisites for participation and waiting lists

 

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Readings
1 Author: Wooldridge, J.
Title: Introductory Econometrics

Publisher: Mason, Ohio, South-Western
Edition: 4 th edition
Remarks: It is expected that the students read the corresponding chapters before each lecture.
Year: 2009
Content relevant for class examination: Yes
Recommendation: Essential reading for all students
Type: Book
2 Author: Enders, W.
Title:

Applied Econometric Time Series

Publisher: Hoboken, NJ, Wiley
Edition: 3 rd edition
Remarks: It is expected that the students read the corresponding chapters before each lecture.
Year: 2010
Content relevant for class examination: Yes
Recommendation: Essential reading for all students
Type: Book
3 Author: Lütkepohl, H.
Title:

New Introduction to Multiple Time Series Analysis

Publisher: New York, Springer
Remarks: It is expected that the students read the corresponding chapters before each lecture.
Year: 2005
Content relevant for class examination: Yes
Recommendation: Essential reading for all students
Type: Book
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Recommended previous knowledge and skills

We take for granted that students have visited Econometrics I and II and that the content of these courses have been understood (Wooldridge, 2009, chapters 1-10, appendices A-E).

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Availability of lecturer(s)

anna.matzner@wu.ac.at; philipp.poyntner@wu.ac.at

 

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Other
Supplementary Literature

Baltagi, B. (2008). Econometrics, New York: Springer.

Greene, W. (2003). Econometric analysis, 5th ed., U.S.River, N.J.: Prentice Hall.

Gujarati, D.N., Porter, D.C. (2009). Basic Econometrics, New York: McGraw Hill.

Hackl, P. (2005). Einführung in die Ökonometrie. München: Pearson Studium.

Last edited: 2022-01-11



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