S321 Applied Econometrics (BSc)
Details
| Lecturer: | Prof. Dr. Martin Biewen, Madalina Tapalaga, M.Sc. | |
| Profiles: | B.Sc. in Economics and Business Administration B.Sc. in International Economics B.Sc. in International Business Administration | |
| Prerequisites: | Quantitative Methods in Economics and Business Administration recommended | |
| Language: | English | |
| Time and Place: | Tue, 12-14 HS 23, Kupferbau Practical sessions/Exercises: see below | |
| Start: | Tue, 25.04.2017 | |
| Exam: | Written Exam (60 Min.) | |
| Credits: | 6 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 Correction
18) Advanced Time Series Topics (Unit Roots, Cointegration, VAR)
Practical Sessions/Exercises
| Tue 13.06.2017 | Introduction Stata, Problem Set 1 |
| Wed 14.06.2017 | Problem Set 2 |
| Tue 20.06.2017 | Problem Set 3 |
| Wed 28.06.2017 | Problem Set 4 |
| Wed 12.07.2017 | Problem Set 5 |
| Tue 25.07.2017 | Problem Set 6 |
| Wed 26.07.2017 | Problem Set 7 |
Course Materials
Course materials will be made available through Ilias.
Literature
Wooldridge: Introductory Econometrics, A Modern Approach, International Student Edition
Angrist/Pischke: Mostly Harmless Econometrics: An Empiricist's Companion
Baum: An Introduction to Modern Econometrics Using Stata, Stata Press
Heiss: Using R for Introductory Econometrics