Universität Wien

040927 UK Advanced Econometrics (2013W)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

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).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

Thursday 03.10. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 10.10. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 10.10. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 17.10. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 17.10. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 24.10. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 24.10. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 31.10. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 31.10. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 07.11. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 07.11. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 14.11. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 14.11. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 21.11. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 21.11. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 28.11. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 28.11. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 05.12. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 05.12. 14:00 - 16:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 12.12. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 12.12. 14:00 - 16:00 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 09.01. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 09.01. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 16.01. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 16.01. 14:00 - 16:00 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 23.01. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 23.01. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 30.01. 12:00 - 14:00 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 30.01. 14:00 - 16:00 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock

Information

Aims, contents and method of the course

This course covers theory and applications of major parametric
estimation techniques in econometrics. We study (pseudo) maximum
likelihood as well as generalized methods of moments (GMM) estimation
and their applications to different types of single-equation models and
multiple-equation systems. Furthermore, an introduction to Bayesian
econometric methods will be given focusing on fundamental principles of
Bayesian inference and Markov chain Monte-Carlo (MCMC) methods.
Applications of the different estimators will be illustrated in several
examples.
A deep knowledge of the techniques conveyed in this course is very
useful since they are applied in various areas in modern econometrics,
including time series econometrics, micro econometrics, panel
econometrics as well as financial econometrics.

Assessment and permitted materials

Minimum requirements and assessment criteria

Examination topics

Reading list


Association in the course directory

Last modified: Mo 07.09.2020 15:29