Statistics, Econometrics and Quantitative Methods

S321 Applied Econometrics

News

The date for the exam has been re-scheduled to Fri 29th July 2011, 15-16:30. Please check the webpages of the Prüfungsamt. Note that only the Prüfungsamt is allowed to provide definite information on exam dates.

On Tue 3rd May 2011, the lecture will take place in HS 22 (instead of HS 23).

Details

Lecturer: Prof. Dr. Martin Biewen, Dipl.-Kommunikationswiss. Stefanie Seifert
Profiles:B.Sc. in Economics and Business Administration
B.Sc. in International Economics
B.Sc. in International Business Administration
M.Sc. Accounting and Finance
M.Sc. in European Economics
M.Sc. in European Management
M.Sc. in General Management
M.Sc. in International Economics and World Regions
M.Sc. in International Economics and Finance
Prerequisites:Quantitative Methods in Economics and Business Administration recommended
Language:English
Time and Place:

Tue 16:30-18:00, HS 23, Kupferbau
Wed 08:30-10:00, HS 24, Kupferbau

Practical sessions/Exercises: every fourth session

Start:12.04.2011
Exam:Written Exam (90 Min.)
Credits:7,5 ECTS

Course Outline

1) The Nature of Econometrics and Economic Data

PART 1: REGRESSION ANALYSIS WITH CROSS-SECTIONAL DATA

2) The Simple Regression Model

3) Multiple Regression Analysis: Estimation

4) Multiple Regression Analysis: Inference

5) Multiple Regression Analysis: OLS Asymptotics

6) Multiple Regression Analysis: Further Issues

7) Multiple Regression Analysis with Qualitative Information

8) Heteroskedasticity

9) More on Specification and Data Issues

PART 2: REGRESSION ANALYSIS WITH TIME SERIES DATA

10) Basic Regression Analysis with Time Series Data

11) Further Issues in Using OLS with Time Series Data

12) Serial Correlation and Heteroskedasticity in Time Series Regressions

PART 3: ADVANCED TOPICS

13) Pooling Cross Sections across Time: Simple Panel Data Methods

14) Advanced Panel Data Methods

15) Instrumental Variables Estimation and Two Stage Least Squares

16) Simultaneous Equations Models

17) Limited Dependent Variable Models and Sample Selection Corrections

18) Advanced Time Series Topics: Unit Roots, Cointegration, Forecasting

Course Materials

Course materials will be made available through Ilias.

Literature

Wooldridge, J.: Introductory Econometrics, A Modern Approach, International Student Edition

Baum, C.: An Introduction to Modern Econometrics Using Stata, Stata Press