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: Endogeneity, instrumental variable estimation, 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. The focus of this course is on panel and time series data analysis.

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.

i) Exam: 40%

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

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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).

anna.matzner@wu.ac.at; harald.oberhofer@wu.ac.at

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