040692 UK Econometrics (MA) (2023S)
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 13.02.2023 09:00 to We 22.02.2023 12:00
- Registration is open from Mo 27.02.2023 09:00 to Tu 28.02.2023 12:00
- Deregistration possible until Fr 31.03.2023 23:59
Details
max. 30 participants
Language: German
Lecturers
Classes (iCal) - next class is marked with N
Midterm Test: 2.5.2023
Final Test: 27.6.2023
- Monday 06.03. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 07.03. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 14.03. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 20.03. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 21.03. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 27.03. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 28.03. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 17.04. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 18.04. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 24.04. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 25.04. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 02.05. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 08.05. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 09.05. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 15.05. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 16.05. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 22.05. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 23.05. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 05.06. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 06.06. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 12.06. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 13.06. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 19.06. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 20.06. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 26.06. 08:00 - 08:45 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 27.06. 15:00 - 16:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
Seemingly unrelated regressions, review of convergence concepts for sequences of random vectors, asymptotic properties of OLS, GLS, and FGLS, dynamic linear regression models, autoregressive models, instrumental variables estimation, systems of simultaneous equations.
Assessment and permitted materials
UE-Teil 10 %, Midterm 40 % und Final 50 %
Keine Hilfsmittel erlaubt.
Keine Hilfsmittel erlaubt.
Minimum requirements and assessment criteria
Zu erreichen sind maximal 60 Punkte. Für eine positive Note müssen mehr als 30 Punkte erreicht werden.
Examination topics
Gesamter Stoff des UK
Reading list
Anderson, T.W. Time Series Analysis, Wiley, 1970.
Baltagi, B.H. Econometrics, Springer-Verlag, 1998.
Brockwell, P., Davis, R.A. Time Series: Theory and Methods, Springer 1987
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.
Johnston, J. Econometric Methods, (3rd edition), 1984.
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.
Baltagi, B.H. Econometrics, Springer-Verlag, 1998.
Brockwell, P., Davis, R.A. Time Series: Theory and Methods, Springer 1987
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.
Johnston, J. Econometric Methods, (3rd edition), 1984.
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 08.05.2023 15:27