Syllabus

Title
1215 Econometrics and Empirical Economic Research (Applied Track)
Instructors
Assoz.Prof PD Florian Szücs, Ph.D.
Contact details
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
10/04/23 to 10/04/23
Registration via LPIS
Notes to the course
Dates
Day Date Time Room
Tuesday 10/10/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 10/17/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 10/31/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 11/07/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 11/14/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 11/21/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 11/28/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 12/05/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 12/12/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 12/19/23 02:00 PM - 04:00 PM TC.3.08
Tuesday 01/09/24 02:00 PM - 04:00 PM TC.3.08
Tuesday 01/16/24 02:00 PM - 04:00 PM TC.3.08
Tuesday 01/23/24 02:00 PM - 04:00 PM TC.3.08
Contents

Repetition of basic econmetrics: multiple regression analysis, estimation, inference and asymptotics

Panel econometrics

IV and 2SLS

GMM

Learning outcomes

The goal of this course is to convey a solid understanding of econometric concepts and assumptions. Students will learn to make sense of the results of various tests and regression analysis methods. At the end of the semester, students will understand state-of-the-art econometric research methods and be able to assess their appropriateness in the context of current research papers.

Attendance requirements

This course will be held at the premises of WU; physical attendance is mandatory. Students may miss at most one unit without valid excuse.

Teaching/learning method(s)

The course consists of lectures and exercise units. In the lectures, we cover most of the Wooldridge (2016) book (chapters 2-9, 13-15), as well as panel econometrics and GMM estimation. In the exercises, we use the software package Stata to empirically implement the methods discussed. Students will receive three homework assignments, which can be handed in in groups of two students.

Assessment

3 homework exercises, 10% each, 30% in total

2 mini exams, 15% each, 30% in total

Final exam 40%

Readings

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Last edited: 2023-10-10



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