040289 PR Applied Econometrics (E) (2013S)
Praktikum (insbes. aus Empirischer Wirtschaftsforschung) (E)
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 Sa 09.02.2013 09:00 to Fr 22.02.2013 14:00
- Registration is open from We 27.02.2013 09:00 to Th 28.02.2013 17:00
- Deregistration possible until Th 14.03.2013 23:59
Details
max. 30 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Monday 04.03. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 18.03. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 08.04. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 15.04. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 22.04. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 29.04. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 06.05. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 13.05. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Thursday 23.05. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 03.06. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Thursday 06.06. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
- Monday 17.06. 17:00 - 19:00 (ehem. Hörsaal 23 Hauptgebäude, 1.Stock, Stiege 5)
- Monday 24.06. 17:00 - 20:00 (Seminarraum 1 Hohenstaufengasse 9 1.Stock)
Information
Aims, contents and method of the course
The first half of the course will review basic econometric methods (i.e. the OLS estimator, instrumental variables, binary response models, simultaneous equation models), how to implement these methods and how to interpret the results. The second half of the course will discuss a number of topics in time-series econometrics (i.e. ARIMA modelling, VAR models, unit root testing, cointegration).
Assessment and permitted materials
The course will be assessed by two exercises (20 %), one project (40%) and a final exam (40%)
Minimum requirements and assessment criteria
This course is an advanced course in applied econometrics for undergraduate students studying Economics in their second "Studienabschnitt" (advanced undergraduates and masters students). The aim is to discuss various econometric methods using examples from microeconomics and macroeconomics.
Examination topics
The course is applied in nature and lectures will concentrate on understanding when different methods are applicable, how to implement the different methods and problems with their use. Students will be introduced to both EViews and Stata during the course.
Reading list
The main texts for the first part of the course will be:
Cameron, A.C. and P.K. Trivedi, 2005. Microeconometrics: Methods and Applications, Cambridge University Press.
Wooldridge, J., 2010. Econometric Analysis of Cross Section and Panel Data (second edition), MIT Press.The main text for the second half of the course will be:
Enders, W, 2009. Applied Econometric Time Series (3rd edition), John Wiley and Sons.
Cameron, A.C. and P.K. Trivedi, 2005. Microeconometrics: Methods and Applications, Cambridge University Press.
Wooldridge, J., 2010. Econometric Analysis of Cross Section and Panel Data (second edition), MIT Press.The main text for the second half of the course will be:
Enders, W, 2009. Applied Econometric Time Series (3rd edition), John Wiley and Sons.
Association in the course directory
Last modified: Fr 15.10.2021 00:15