390049 DK PhD-M: Applying Advanced Regression Techniques (2014W)
Prüfungsimmanente Lehrveranstaltung
Labels
An/Abmeldung
Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").
- Anmeldung von Mo 15.09.2014 09:00 bis Mi 24.09.2014 14:00
- Abmeldung bis Di 14.10.2014 23:59
Details
max. 15 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine (iCal) - nächster Termin ist mit N markiert
- Mittwoch 07.01. 12:00 - 17:00 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
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Mittwoch
14.01.
12:00 - 17:00
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß - Mittwoch 21.01. 12:00 - 17:00 Studierzone
Information
Ziele, Inhalte und Methode der Lehrveranstaltung
Art der Leistungskontrolle und erlaubte Hilfsmittel
Course assessment
Your final grade will be composed of the following elements:
20% class participation
30% presentation of a research article in class
50% final data-based project
Your final grade will be composed of the following elements:
20% class participation
30% presentation of a research article in class
50% final data-based project
Mindestanforderungen und Beurteilungsmaßstab
Basically, you may benefit from the class and you should feel welcome to join if you(1) are enrolled as a PhD student in Management at the University of Vienna with an interest in doing empirical research,
(2) have successfully attended the Multivariate Business Statistics class in the PhD Management program, and
(3) have successfully attended at least one other econometrics class at PhD level in a management program or at Master’s level in statistics or econometrics.These formal requirements are put in place to ensure that we can move to interesting applications rather sooner than later.That said, experience shows that most of you will still benefit from a brief revision of the basics for a variety of reasons. We will therefore be starting from a very basic level to make sure that everybody is on board. This being said please note that we will be moving fast.In order to minimize the overlap with the core courses on statistical methods, we will be revisiting basic econometrics only very briefly before we move on to more advanced techniques.
(2) have successfully attended the Multivariate Business Statistics class in the PhD Management program, and
(3) have successfully attended at least one other econometrics class at PhD level in a management program or at Master’s level in statistics or econometrics.These formal requirements are put in place to ensure that we can move to interesting applications rather sooner than later.That said, experience shows that most of you will still benefit from a brief revision of the basics for a variety of reasons. We will therefore be starting from a very basic level to make sure that everybody is on board. This being said please note that we will be moving fast.In order to minimize the overlap with the core courses on statistical methods, we will be revisiting basic econometrics only very briefly before we move on to more advanced techniques.
Prüfungsstoff
Teaching format
How can we reach the course goals? After some introductory sessions (during which we will revisit some important insights from your earlier courses) the focus will be on getting you to work on applied problems yourself. Essentially, the course will follow a sandwich format where front-end theory sessions, alternate with student presentations on selected research articles, and computer sessions during which we work on simulated and real data.
How can we reach the course goals? After some introductory sessions (during which we will revisit some important insights from your earlier courses) the focus will be on getting you to work on applied problems yourself. Essentially, the course will follow a sandwich format where front-end theory sessions, alternate with student presentations on selected research articles, and computer sessions during which we work on simulated and real data.
Literatur
Readings basic references and research articles
The basic reference we will use throughout the course is Introductory Econometrics by J. Wooldridge, Thomson, 2003. Whenever necessary, we will draw from other textbooks. Likely, the most relevant ones for us will be Econometric Analysis of Cross Sectional and Panel Data by J. Wooldridge, MIT Press, 2002, and Limited-Dependent and Qualitative Variables in Econometrics, by G. Maddala, Cambridge University Press, 1999.
Additionally, we will be drawing from a series of research articles that apply the methods discussed throughout the course. I will provide you with a reading list shortly before the course commences in January 2007. I expect the articles will be drawn from journals such as Management Science, Strategic Management Journal, Research Policy, and other potential target outlets for your own research.
The basic reference we will use throughout the course is Introductory Econometrics by J. Wooldridge, Thomson, 2003. Whenever necessary, we will draw from other textbooks. Likely, the most relevant ones for us will be Econometric Analysis of Cross Sectional and Panel Data by J. Wooldridge, MIT Press, 2002, and Limited-Dependent and Qualitative Variables in Econometrics, by G. Maddala, Cambridge University Press, 1999.
Additionally, we will be drawing from a series of research articles that apply the methods discussed throughout the course. I will provide you with a reading list shortly before the course commences in January 2007. I expect the articles will be drawn from journals such as Management Science, Strategic Management Journal, Research Policy, and other potential target outlets for your own research.
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Mo 07.09.2020 15:46
1. It will introduce to the analysis of panel data
2. It will introduce to programming with one of the most powerful software tools in econometrics, namely STATA.
Most importantly, however,
3. the course will offer you an additional opportunity to become ever more familiar with the hands on application of both basic and more advanced regression techniques for your own research purposes.
There will be some overlap with other empirical classes you may have attended before, however, we will keep it to a minimum.
Finally, note that the focus of the course is solid application. Hence, neither our theory sessions nor any of the exercises will be centred on mathematical proofs but rather on a proper understanding of the logic, options, and caveats of the methods we discuss. As such, it complements more theory-laden classes offered by colleagues in adjacent areas (e.g. statistics, econometrics).