Universität Wien

040043 UK Microeconometrics (MA) (2018W)

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

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).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 02.10. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 04.10. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.10. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 11.10. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 18.10. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 19.10. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 23.10. 16:45 - 18:15 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 25.10. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 30.10. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 06.11. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 08.11. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 09.11. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 13.11. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 15.11. 16:45 - 18:15 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 22.11. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 23.11. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 27.11. 13:15 - 14:45 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 04.12. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 06.12. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 07.12. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 11.12. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 13.12. 16:45 - 18:15 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 10.01. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 15.01. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 22.01. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 24.01. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 25.01. 11:30 - 13:00 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 29.01. 16:45 - 18:15 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 01.02. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock

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 a written test (50%), a small independent empirical econometric project (40%) and attendance of classes (10%), i.e. max. 2 lectures can be skipped. To pass the course, a minimum of 50% is required.

Minimum requirements and assessment criteria

Rating:
[85%; 100%]: 1.0
[70%; 85%): 2.0
[55%; 70%): 3.0
[40%; 55%): 4.0
[0; 40%): 5.0

Examination topics

Basic knowledge in linear regression, linear algebra and probability theory.
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 07.09.2020 15:28