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".

Moodle

Details

max. 50 participants

Language: Englisch

Lecturers

Nikolaus Hautsch

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