040121 UK Applied Econometrics 1 (2025S)
Continuous assessment of course work
Labels
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).
- Registration is open from Mo 10.02.2025 09:00 to Tu 18.02.2025 12:00
- Deregistration possible until Fr 14.03.2025 23:59
Details
max. 120 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 04.03. 16:45 - 18:15 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Wednesday 05.03. 15:00 - 16:30 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 06.03. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 11.03. 16:45 - 18:15 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 13.03. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 18.03. 16:45 - 18:15 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Wednesday 19.03. 15:00 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 20.03. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 25.03. 16:45 - 18:15 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 01.04. 16:45 - 18:15 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Wednesday 02.04. 15:00 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 03.04. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 08.04. 16:45 - 18:15 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Wednesday 09.04. 15:00 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 10.04. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- N Tuesday 29.04. 16:45 - 18:15 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Wednesday 30.04. 15:00 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 06.05. 16:45 - 18:15 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Aims, contents and method of the course
The aim of the course is to provide students a thorough understanding of theoretical foundations and proper applications of basic econometric techniques of least squares estimation and related topics.Examples and applications will be illustrated using the open-source software R.In an accompanying tutorial, students will deepen the material based on exercises and applications using R. The tutorial will be offered by Yavor Iliev.
Assessment and permitted materials
Assessment
The assessment consists of the following parts:(i) Three Exams, a 45 min:
Part I, April 1, 2025, (HS 1, 4:45-17:30), on the correspond. topics covered in the course.
Part II, May 6, 2025 (HS 1, 4:45-17:30); on the corresponding topics covered in the course.
Part III, May 6, 2025 (HS 1, 17:30-6:15); on R.Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.For the Exam the Moodle system will be used. Hence, it is necessary to have your laptops with you!ii) Take-home assignments. Students have to solve and have to hand in written assignments. They can consist of multiple-choice questions, analytical derivations, and interpretations of empirical results. Solved exercises have to be uploaded to the Moodle system before the start of the exercise part on Wednesday, no matter whether you choose to attend the exercise part on Wednesday or on Thursday.Necessary material for (i-iii): you need a laptop, for all exams moodle will be used.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%
iii) Extra points for class room participation in the “exercise block”, 3% per participation.Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.To pass the course, a minimum level of 50% has to be reached.Rating:
[86%; 100%]: 1.0
[74%; 86%): 2.0
[62%;74%): 3.0
[50%; 62%): 4.0
[0; 50%): 5.0Examination language: English.
The assessment consists of the following parts:(i) Three Exams, a 45 min:
Part I, April 1, 2025, (HS 1, 4:45-17:30), on the correspond. topics covered in the course.
Part II, May 6, 2025 (HS 1, 4:45-17:30); on the corresponding topics covered in the course.
Part III, May 6, 2025 (HS 1, 17:30-6:15); on R.Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.For the Exam the Moodle system will be used. Hence, it is necessary to have your laptops with you!ii) Take-home assignments. Students have to solve and have to hand in written assignments. They can consist of multiple-choice questions, analytical derivations, and interpretations of empirical results. Solved exercises have to be uploaded to the Moodle system before the start of the exercise part on Wednesday, no matter whether you choose to attend the exercise part on Wednesday or on Thursday.Necessary material for (i-iii): you need a laptop, for all exams moodle will be used.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%
iii) Extra points for class room participation in the “exercise block”, 3% per participation.Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.To pass the course, a minimum level of 50% has to be reached.Rating:
[86%; 100%]: 1.0
[74%; 86%): 2.0
[62%;74%): 3.0
[50%; 62%): 4.0
[0; 50%): 5.0Examination language: English.
Minimum requirements and assessment criteria
Assessment
The assessment consists of the following parts:
Part I, April 1, 2025, (HS 1, 4:45-17:30), on the correspond. topics covered in the course.
Part II, May 6, 2025 (HS 1, 4:45-17:30); on the corresponding topics covered in the course.
Part III, May 6, 2025 (HS 1, 17:30-6:15); on R.Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.For the Exam the Moodle system will be used. Hence, it is necessary to have your laptops with you!ii) Take-home assignments. Students have to solve and have to hand in written assignments. They can consist of multiple-choice questions, analytical derivations, and interpretations of empirical results. Solved exercises have to be uploaded to the Moodle system before the start of the exercise part on Wednesday, no matter whether you choose to attend the exercise part on Wednesday or on Thursday.Necessary material for (i-iii): you need a laptop, for all exams moodle will be used.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%
iii) Extra points for class room participation in the “exercise block”, 3% per participation.Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.To pass the course, a minimum level of 50% has to be reached.Rating:
[86%; 100%]: 1.0
[74%; 86%): 2.0
[62%;74%): 3.0
[50%; 62%): 4.0
[0; 50%): 5.0Examination language: English.
The assessment consists of the following parts:
Part I, April 1, 2025, (HS 1, 4:45-17:30), on the correspond. topics covered in the course.
Part II, May 6, 2025 (HS 1, 4:45-17:30); on the corresponding topics covered in the course.
Part III, May 6, 2025 (HS 1, 17:30-6:15); on R.Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.For the Exam the Moodle system will be used. Hence, it is necessary to have your laptops with you!ii) Take-home assignments. Students have to solve and have to hand in written assignments. They can consist of multiple-choice questions, analytical derivations, and interpretations of empirical results. Solved exercises have to be uploaded to the Moodle system before the start of the exercise part on Wednesday, no matter whether you choose to attend the exercise part on Wednesday or on Thursday.Necessary material for (i-iii): you need a laptop, for all exams moodle will be used.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%
iii) Extra points for class room participation in the “exercise block”, 3% per participation.Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.To pass the course, a minimum level of 50% has to be reached.Rating:
[86%; 100%]: 1.0
[74%; 86%): 2.0
[62%;74%): 3.0
[50%; 62%): 4.0
[0; 50%): 5.0Examination language: English.
Examination topics
The linear regression model
Applications of the linear model and using R
Applications of the linear model and using R
Reading list
Slides are provided in MoodleDougherty, C., “Introduction to Econometrics”, 3rd ed., Oxford University Press, 2007.
Franses, P. H., van Dijk, D., and Opschoor, A., “Time Series Models for Business and Economic Forecasting”, 2nd ed., Cambridge University Press, 2014.
Heij, De Boer, Franses, Kloek, and Van Dijk, ''Econometric Methods with Applications in Business and Economics'', Oxford University Press, 2004.
Stock, J.H., Watson, M.W., ''Introduction to Econometrics'', 3rd edition, Pearson, 2012.
Studenmund, A. H. “Using Econometrics”, 6th ed., Pearson, 2011Online Literatur basierend auf R, see also Moodle and the tutorial
Franses, P. H., van Dijk, D., and Opschoor, A., “Time Series Models for Business and Economic Forecasting”, 2nd ed., Cambridge University Press, 2014.
Heij, De Boer, Franses, Kloek, and Van Dijk, ''Econometric Methods with Applications in Business and Economics'', Oxford University Press, 2004.
Stock, J.H., Watson, M.W., ''Introduction to Econometrics'', 3rd edition, Pearson, 2012.
Studenmund, A. H. “Using Econometrics”, 6th ed., Pearson, 2011Online Literatur basierend auf R, see also Moodle and the tutorial
Association in the course directory
Last modified: Th 06.03.2025 15:05