Syllabus

Title
4466 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
02/16/23 to 02/22/23
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
Applied Econometrics
Course V - Economics Core
Dates
Day Date Time Room
Wednesday 03/15/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 03/22/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 03/29/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 04/12/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 04/19/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 04/26/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 05/03/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 05/10/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 05/17/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 06/14/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 06/21/23 02:00 PM - 04:00 PM TC.3.12
Wednesday 06/28/23 02:00 PM - 06:00 PM TC.3.12

On this page:

to top
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.
to top
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.
to top
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.

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

i) Exam: 40%

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

to top
Prerequisites for participation and waiting lists

 

to top
Readings

Please log in with your WU account to use all functionalities of read!t. For off-campus access to our licensed electronic resources, remember to activate your VPN connection connection. In case you encounter any technical problems or have questions regarding read!t, please feel free to contact the library at readinglists@wu.ac.at.

to top
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).

to top
Availability of lecturer(s)

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

 

to top
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: 2022-11-15



Back