Lecturer: | Prof. Dr. Martin Biewen, Matthias Seckler, 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: | Mon, 12-14, Kupferbau, HS 23 Practical sessions/Exercises: see below | |
Start: | Tue, 15.04.2019 | |
Exam: | Written Exam (60 Min.) | |
Credits: | 6 ECTS |
NOTE: Topics 6) and 12) are for self-study and will not be covered in the lecture. However, they are relevant for both the practical sessions and the exams.
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)
Mon 24.06.2019, Wed 26.06.2019 | No lecture or practical session |
Mon 13.05.2019 | Introduction Stata, Problem Set 1 |
Wed 15.05.2019 | Problem Set 2 |
Mon 03.06.2019 | Problem Set 3 |
Wed 05.06.2019 | Problem Set 4 |
Wed 03.07.2019 | Problem Set 5 |
Mon 22.07.2019 | Problem Set 6 |
Wed 24.07.2019 | Problem Set 7 |
Course materials will be made available through Ilias.
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
Our website uses cookies. Some of them are mandatory, while others allow us to improve your user experience on our website. The settings you have made can be edited at any time.
or
Essential
in2cookiemodal-selection
Required to save the user selection of the cookie settings.
3 months
be_lastLoginProvider
Required for the TYPO3 backend login to determine the time of the last login.
3 months
be_typo_user
This cookie tells the website whether a visitor is logged into the TYPO3 backend and has the rights to manage it.
Browser session
ROUTEID
These cookies are set to always direct the user to the same server.
Browser session
fe_typo_user
Enables frontend login.
Browser session
Videos
iframeswitch
Used to show all third-party contents.
3 months
yt-player-bandaid-host
Is used to display YouTube videos.
Persistent
yt-player-bandwidth
Is used to determine the optimal video quality based on the visitor's device and network settings.
Persistent
yt-remote-connected-devices
Saves the settings of the user's video player using embedded YouTube video.
Persistent
yt-remote-device-id
Saves the settings of the user's video player using embedded YouTube video.
Persistent
yt-player-headers-readable
Collects data about visitors' interaction with the site's video content - This data is used to make the site's video content more relevant to the visitor.
Persistent
yt-player-volume
Is used to save volume preferences for YouTube videos.
Persistent
yt-player-quality
Is used to save the quality settings for YouTube videos.
Persistent
yt-remote-session-name
Saves the settings of the user's video player using embedded YouTube video.
Browser session
yt-remote-session-app
Saves the settings of the user's video player using embedded YouTube video.
Browser session
yt-remote-fast-check-period
Saves the settings of the user's video player using embedded YouTube video.
Browser session
yt-remote-cast-installed
Saves the user settings when retrieving a YouTube video integrated on other web pages
Browser session
yt-remote-cast-available
Saves user settings when retrieving integrated YouTube videos.
Browser session
ANID
Used for targeting purposes to profile the interests of website visitors in order to display relevant and personalized Google advertising.
2 years
SNID
Google Maps - Google uses these cookies to store user preferences and information when you view pages with Google Maps.
1 month
SSID
Used to store information about how you use the site and what advertisements you saw before visiting this site, and to customize advertising on Google resources by remembering your recent searches, your previous interactions with an advertiser's ads or search results, and your visits to an advertiser's site.
6 months
1P_JAR
This cookie is used to support Google's advertising services.
1 month
SAPISID
Used for targeting purposes to profile the interests of website visitors in order to display relevant and personalized Google advertising.
2 years
APISID
Used for targeting purposes to profile the interests of website visitors in order to display relevant and personalized Google advertising.
6 months
HSID
Includes encrypted entries of your Google account and last login time to protect against attacks and data theft from form entries.
2 years
SID
Used for security purposes to store digitally signed and encrypted records of a user's Google Account ID and last login time, enabling Google to authenticate users, prevent fraudulent use of login credentials, and protect user data from unauthorized parties. This may also be used for targeting purposes to display relevant and personalized advertising content.
6 months
SIDCC
This cookie stores information about user settings and information for Google Maps.
3 months
NID
The NID cookie contains a unique ID that Google uses to store your preferences and other information.
6 months
CONSENT
This cookie tracks how you use a website to show you advertisements that may be of interest to you.
18 years
__Secure-3PAPISID
This cookie is used to support Google's advertising services.
2 years
__Secure-3PSID
This cookie is used to support Google's advertising services.
6 months
__Secure-3PSIDCC
This cookie is used to support Google's advertising services.
6 months