Warning! The directory is not yet complete and will be amended until the beginning of the term.
040043 UK Microeconometrics (MA) (2017W)
Continuous assessment of course work
Labels
Diese Lehrveranstaltung gilt ebenso für die Pflichtlehrveranstaltung / This course correlates with the compulsory course: "Introductory Econometrics" for the Master Programme "Banking & Finance".
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Fr 08.09.2017 09:00 to Th 21.09.2017 12:00
- Deregistration possible until Sa 14.10.2017 23:59
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
03.10.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
05.10.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
10.10.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
12.10.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
17.10.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
19.10.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
24.10.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
31.10.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
07.11.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
09.11.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
14.11.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
16.11.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
21.11.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
23.11.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
28.11.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
05.12.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
07.12.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
12.12.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
14.12.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Friday
15.12.
11:30 - 13:00
Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
09.01.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
11.01.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
16.01.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
18.01.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday
23.01.
13:15 - 14:45
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
25.01.
13:15 - 14:45
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
Assessment is based on two written tests and on a small independent empirical econometric project. Each of the tests carries a weight of 35 % for the final grade, while the project carries 30 %. A positive grade requires 50 % of the maximum achievable score and attendance at the midterm test.
Minimum requirements and assessment criteria
Basic knowledge in linear regression, linear algebra and probability theory.
Examination topics
All material covered in class and in the tutorials.
Reading list
Angrist, J.D. and Pischke, J.-S. (2009): Mostly Harmless Econometrics: An Empiricst's Companion, Princeton University Press.
Cameron, A.C. and Trivedi, P. K. (2005): Microeconometrics - Methods and Applications, Cambridge University Press
Davidson, R., and MacKinnon, J.G. (2004): Econometric Theory and Methods, Oxford University Press.
Greene, W. H. (2008): Econometric Analysis, 7th edition, Prentice Hall.
Wooldridge, J.M. (2010): Econometric Analysis of Cross Section and Panel Data, 2nd edition, MIT Press
Cameron, A.C. and Trivedi, P. K. (2005): Microeconometrics - Methods and Applications, Cambridge University Press
Davidson, R., and MacKinnon, J.G. (2004): Econometric Theory and Methods, Oxford University Press.
Greene, W. H. (2008): Econometric Analysis, 7th edition, Prentice Hall.
Wooldridge, J.M. (2010): Econometric Analysis of Cross Section and Panel Data, 2nd edition, MIT Press
Association in the course directory
Last modified: Mo 07.09.2020 15:28
i. Providing a sound background econometric models for qualitative dependent variables, models for limited dependent variables, and panel data
ii. Implementing econometric theory using real data
iii. Practicing programing in STATAThe following topics are targeted in particular:1. A Review of Linear Regression
2. Generalizations of the Linear Model
3. Maximum Likelihood
4. Instrumental Variable Estimation
5. Models for Qualitative Dependent Variables
6. Models for Limited Dependent Variables
7. Panel Data