Universität Wien

040111 KU Introductory Econometrics (MA) (2023W)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung
VOR-ORT

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").

Details

max. 200 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

Dienstag 03.10. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 05.10. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 10.10. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 12.10. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 17.10. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 19.10. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 24.10. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 31.10. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 07.11. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 09.11. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 16.11. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 21.11. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 23.11. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 28.11. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 30.11. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 05.12. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 05.12. 18:30 - 20:00 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Mittwoch 06.12. 18:30 - 20:00 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Donnerstag 07.12. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 12.12. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 14.12. 16:45 - 18:15 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 09.01. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 11.01. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 16.01. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 18.01. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 23.01. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 25.01. 16:45 - 18:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag 30.01. 18:30 - 20:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock

Information

Ziele, Inhalte und Methode der Lehrveranstaltung

Aims and Contents
The course is a first-year master-level course in econometrics for students who already have a background in statistics and are familiar with the basic principles of probability theory, mathematical statistics and linear regression. The course provides an understanding of standard econometric methods. Knowledge of these methods allows one to understand modern empirical economic literature and to perform one's own analysis of cross-sectional, time series, and panel data. After following this course, students will have a good working knowledge of the key properties of standard econometric methods, including Least Squares Estimation, Instrumental Variables Estimation, and Maximum Likelihood, and their use in various applications.

Topics include foundations of least squares estimation, applications of linear regression, endogeneity and instrumental variable estimation, stationary ARMA models, non-stationary time series models, fixed effects and random effects estimation, logistic regression, regression with limited dependent variables, experiments and quasi-experiments, and big data among others.

If not compulsory, it is highly recommended to also attend the weekly TA session (Uebung: https://ufind.univie.ac.at/en/course.html?lv=040115&semester=2023W ), which takes place in parallel to the lecture.

Art der Leistungskontrolle und erlaubte Hilfsmittel

Unexcused absence from the first session will automatically lead to deregistration in order to allow students on the waiting list to move up. If you are unable to attend the first session, you must notify me in advance via email in order to continue attending the course.

Assessment (subject to changes)
The assessment consists of 3 tests during the semester (approximately after every 4th to 5th week).
The tests will take place on following sessions:
14.11.2023
14.12.2023
01.02.2024
The tests will take approximately 45-60 minutes. The questions will refer to general material covered in the course, analytical derivations, and interpretations of empirical results.

Each test will count 50%. Out of these three assignments, only the two best ones count for the final grade.

Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.

Mindestanforderungen und Beurteilungsmaßstab

To pass the course, a minimum level of 45% has to be reached.

Rating:
[85%; 100%]: 1.0
[70%; 85%): 2.0
[55%;70%): 3.0
[45%; 55%): 4.0
[0; 45%): 5.0

Examination language: English.

Prüfungsstoff

Examination Topics
All material covered in the course.

Literatur

Main books:
Stock, J. H., and Watson, M. W. (2020), Introduction to Econometrics, Global Edition. Pearson Education Limited
Wooldridge, Jeffrey M. Introductory econometrics: A modern approach. 7th edition, Cengage learning, 2020.

Additional books:
Angrist, J.D. and Pischke, J.-S. (2009): Mostly Harmless Econometrics: An Empiricst's Companion, Princeton University Press.
Cunningham, Scott. Causal inference: The mixtape. Yale university press, 2021.
Wooldridge, Jeffrey M. Econometric analysis of cross section and panel data. MIT press, 2010.

Hanck, C., Arnold, M., Gerber, A., and Schmelzer, M. (2020): Introduction to Econometrics with R, Online book on : https://www.econometrics-with-r.org/. Based on Stock, J. H., and Watson, M. W. (2015), Introduction to Econometrics, Global Edition. Pearson Education Limited.
Heiss, F. (2020): “Using R for Econometrics”. Online book on http://www.urfie.net/. Based on Wooldridge, J.M. (2019), Introductory Econometrics, Cengage Learning, Boston, MA.

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Mi 24.01.2024 08:45