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040242 VO Econometrics and Statistics (MA) (2016W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften

Details

max. 50 participants
Language: German

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

Tuesday 04.10. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 11.10. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 18.10. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 25.10. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 08.11. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 15.11. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 22.11. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 29.11. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 06.12. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 13.12. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 10.01. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 17.01. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 24.01. 08:00 - 09:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß

Information

Aims, contents and method of the course

1) Repetition of the Linear Regression Model
2 ) Instrumental Variables
3) Maximum Likelihood Estimation and the Generalized Methods of Moments (GMM)
4) Linear Panel Data Models
5) Dynamic Panel Models
6) Logit and Probit Models

The main concepts are discussed in detail during the lectures. For an application of the methods discussed in this course the software package R will be used

Assessment and permitted materials

Final test at the end of the course, retake in February or March (2017).

Class room participation.

Empirical project - due to the number of participants in groups.

Minimum requirements and assessment criteria

To pass the course at least 50 from 100 points have to be attained.

1. Prüfungstermin: DI 31.01.2017 von 08.00-09.30 im Hörsaal 3,
Oskar-Morgenstern-Platz 1; anmelden von 03.01.2017 09:00 bis 24.01.2017 23:59, abmelden bis 29.01.2017 23:59.

2. Prüfungstermin: DI 28.02.2017 von 08.00-09.30 im Hörsaal 3,
Oskar-Morgenstern-Platz 1; anmelden von 31.01.2017 09:00 bis 21.02.2017 23:59, abmelden bis 26.02.2017 23:59.

Examination topics

Corresponds to the topics discussed in the course.

Reading list

Hsiao, C. (2015). Analysis of Panel Data. Cambridge UniversityPress, Econometric Society Monographs No. 54, Cambridge, 3 edition.

Christian Kleiber and Achim Zeileis (2008), Applied Econometrics with R, Springer-Verlag, New York.

Ruud, P. A. (2000). An Introduction to Classical Econometric Theory. Oxford University Press, New York.

Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data. MIT Press Books. The MIT Press, 2 edition.

Association in the course directory

Last modified: Mo 07.09.2020 15:29