Universität Wien
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040109 UK Linear Models 2 (2023S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

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: German

Lecturers

Classes (iCal) - next class is marked with N

Midterm Test: 3.5.2023
Final Test: 28.6.2023

  • Wednesday 01.03. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 08.03. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 15.03. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 22.03. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 29.03. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 19.04. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 26.04. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 03.05. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 10.05. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 17.05. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 24.05. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 31.05. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 07.06. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 14.06. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 21.06. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 28.06. 16:45 - 18:15 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock

Information

Aims, contents and method of the course

Stochastic regressors, Maximum likelihood, Generalized least squares, feasible generalized least squares, Cochrane-Orcutt, Prais-Winsten, tests for heteroscedasticity and autocorrelation, Durbin-Watson test, seemingly unrelated regressions, dynamic regression models, basics of large sample theory, simultaneous equations systems.

Assessment and permitted materials

Midterm und Final, beide gleich gewichtet.
Zu erreichen sind maximal 60 Punkte, für eine positive Note sind mhr als 30 Punkter erforderlich. Keine Hilfsmittel erlaubt.

Minimum requirements and assessment criteria

Midterm und Final, beide gleich gewichtet.
Zu erreichen sind maximal 60 Punkte, für eine positive Note sind mehr als 30 Punkter erforderlich.

Examination topics

Gesamter Stoff des UK

Reading list

Johnston, J. Econometric Methods, (3rd edition), 1984.

Baltagi, B.H. Econometrics, Springer-Verlag, 1998.
Davidson, R. MacKinnon, J.G. Estimation and Inference in Econometrics, Oxford University Press, 1993.
Greene, W.H. Econometric Analysis, MacMillan, 1990.
Maddala,G.S. Econometrics, McGraw-Hill, 1977.
Maddala,G.S. Introduction to Econometrics, MacMillan, 1988.
Judge,G., Hill,R., Griffiths,W., Luetkepohl,H., Lee,T. Introduction to the Theory and Practice of Econometrics, Wiley&Sons, (2nd edition), 1985.
Theil,H. Principles of Econometrics, Wiley&Sons, 1971.
Kelejian,H., Oates,W., Introduction to Econometrics, (3rd edition),
Harper&Row, 1989.
Pötscher,B.M., Prucha,I.R., Basic Elements of Asymptotic Theory, in: Companion in Theoretical Econometrics, B.Baltagi (ed), Blackwell Publ., 2000.
Ruud, P. An Introduction to Classical Econometrics, Oxford Univ. Press, 2000.
Schmidt, P. Econometrics, M.Dekkker, 1976.
Schoenfeld, P. Methoden der Oekonometrie, Bd.1&2.

Association in the course directory

Last modified: Mo 27.03.2023 10:28