040692 UK Econometrics (MA) (2024S)
Continuous assessment of course work
Labels
ON-SITE
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 12.02.2024 09:00 to We 21.02.2024 12:00
- Deregistration possible until Su 07.04.2024 23:59
Details
max. 30 participants
Language: German
Lecturers
Classes (iCal) - next class is marked with N
Midterm Test: 7.5.2024
Final Test: 25.6.2024
Monday
04.03.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
05.03.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
11.03.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
18.03.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
19.03.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
08.04.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
09.04.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
15.04.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
16.04.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
22.04.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
23.04.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
29.04.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
30.04.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
06.05.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
07.05.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
13.05.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
14.05.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
21.05.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
N
Monday
27.05.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
28.05.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
03.06.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
04.06.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
10.06.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
11.06.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
17.06.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
18.06.
15:00 - 16:30
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Monday
24.06.
08:00 - 08:45
Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
25.06.
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: Th 07.03.2024 14:25