Universität Wien

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

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Moodle

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