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

Panel econometrics

IV and 2SLS

GMM

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.

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

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.

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

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

Final exam 40%, at least 50% of points are required for a positive grade;

Grading Key:

85-100%: Excellent (1)

75-84%: Good (2)

65-74%: Satisfactory (3)

50-64%: Sufficient (4)

0-49%: Fail (5)

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daniela.rroshi@wu.ac.at 

Consultation hours by appointment (please register via e-mail)