Universität Wien FIND

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040043 UK Microeconometrics (MA) (2019W)

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".

Registration/Deregistration

Details

max. 100 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

Thursday 03.10. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 08.10. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 15.10. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 17.10. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 22.10. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 24.10. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 31.10. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 05.11. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 07.11. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 12.11. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 14.11. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 26.11. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 28.11. 13:15 - 14:45 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 03.12. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 05.12. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 10.12. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday 16.12. 13:15 - 14:45 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 17.12. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 07.01. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 09.01. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Friday 10.01. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 14.01. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 16.01. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Friday 17.01. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 21.01. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 23.01. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 28.01. 16:45 - 18:15 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 31.01. 16:45 - 18:15 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


Association in the course directory

Last modified: Mo 07.09.2020 15:19