Universität Wien FIND
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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".

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: We 13.03.2019 10:47