Syllabus

Title
1167 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
10/03/24 to 10/03/24
Registration via LPIS
Notes to the course
Dates
Day Date Time Room
Monday 10/07/24 10:00 AM - 12:00 PM D4.0.144
Monday 10/14/24 10:00 AM - 12:00 PM D4.0.144
Monday 10/21/24 10:00 AM - 12:00 PM D4.0.144
Monday 10/28/24 10:00 AM - 12:00 PM D4.0.144
Monday 11/04/24 10:00 AM - 12:00 PM D4.0.144
Monday 11/11/24 10:00 AM - 12:00 PM D4.0.144
Monday 11/18/24 10:00 AM - 12:00 PM D4.0.144
Monday 11/25/24 10:00 AM - 12:00 PM D4.0.144
Monday 12/02/24 10:00 AM - 12:00 PM D4.0.144
Monday 12/09/24 10:00 AM - 12:00 PM D4.0.144
Monday 12/16/24 10:00 AM - 12:00 PM D4.0.144
Monday 01/13/25 10:00 AM - 12:00 PM D4.0.144
Monday 01/20/25 10:00 AM - 12:00 PM D4.0.144
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

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Last edited: 2024-04-24



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