Universität Wien FIND

040043 UK Microeconometrics (MA) (2017W)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

Diese Lehrveranstaltung gilt ebenso für die Pflichtlehrveranstaltung / This course correlates with the compulsory course: "Introductory Econometrics" for the Master Programme "Banking & Finance".

Details

max. 50 participants
Language: Englisch

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
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
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
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
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
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
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
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
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
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
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

Information

Aims, contents and method of the course

Aim of the course:
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 STATA

The 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

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

Association in the course directory

Last modified: Mo 05.03.2018 10:47