Type | Seminar |
---|---|
Title | Applied Econometrics |
Lecturer | |
Semester | Autumn semester 2022 |
Target Audience | Bachelor |
Start/ | Start: 05.09., End: 07.12. |
Time & Location: | Wednesday 10.15-11.45 in room tba |
Course language | English |
Prerequisites | Grundlagen der Ökonometrie (Basic Econometrics); Statistik I+II (Statistics I + II) |
Examination | seminar paper and presentations |
ECTS | 6 |
Course description | You conduct an own empirical study to become familiar with applied research, what includes the ability to interpret empirical results in a meaningful way. Based on the material covered in the course Grundlagen der Ökonometrie, you will extend your knowledge on econometric models, estimation methods, and test procedures to solve empirical problems. The seminar topics will refer to the multiple regression model for cross-section data including IV estimation set-ups as well as to microeconometric, panel data and time series models. Moreover, some projects will specifically deal with heteroskedasticity, experimental data, and so-called shrinkage estimators. Thereby, you should gain a broad overview on the various model classes and methods through your own and your fellow students’ projects. |
Registration | Closed |
Downloads | Further information will be made available in the Ilias group of the seminar. |
Hinweise:
Art der Veranstaltung | Vorlesung und Übung |
---|---|
Titel der Veranstaltung | Grundlagen der Ökonometrie |
Dozent | |
Semester | Frühjahrsemester 2022 |
Zeit & Ort Vorlesung | Di 13.45 – 15.15, A001 (B6, 23-25, Bauteil A) |
Zeit & Ort Übung | 8 Übungsgruppen, Termine und Räume finden Sie im Portal2 |
Methode (Stunden pro Woche): | Vorlesung und Übung (2+2) |
Kurssprache | Deutsch |
Voraussetzungen | Statistik I+II |
Prüfung | schriftlich (90 Minuten) |
ECTS | 6 |
Kursbeschreibung | Der Kurs gibt eine Einführung in die wichtigsten Methoden der Ökonometrie. Besprochen werden das multiple Regressionsmodell, bedingte Erwartungswerte und lineare Projektionen, KQ-Schätzer und ihre Eigenschaften, die Grundzüge asymptotischer Theorie, Verzerrung durch ausgelassene Variablen, Restriktionstests, Modellspezifikation, Modelldiagnose, perfekte und imperfekte Multikollinearität, Kausalitätsanalyse, nichtlineare Modellierungen, IV-Schätzung sowie Zeitreihenanalyse. Neben einer einführenden Betrachtung der theoretischen Aspekte der Methoden, wird vor allem deren Anwendung demonstriert und die empirisch relevanten Aspekte diskutiert. Die Vorlesung wird durch methodische und empirische Übungen im PC-Pool begleitet. |
Downloads | Hier finden Sie den Vorlesungsplan. Weitere Details (inklusive Vorlesungsfolien) finden Sie auf der Ilias Seite zum Kurs. |
Notes:
Type | Lecture and Tutorial |
---|---|
Title | E806 Advanced Econometrics III (PhD) |
Lecturer | |
Semester | Spring Semester 2022 |
Target Audience | PhD |
Start/ | Start: 6.4., End: 2.6. |
Time & Location Lecture | Wed 8:30 a.m. – 11.45 a.m. P044 (L7, 3-5) |
Time & Location Tutorial | Thur 10:15 a.m. – 11:45 a.m. P044 (L7, 3-5)
|
Course language | English |
Prerequisites | Advanced Econometrics I+II |
Homework and grading | Grading for this course will be based on the final exam (100 points). You can earn up to 10 bonus points if you submit solutions to the assignments that demonstrate a sufficient attempt to solve problems. To each of the three assignments a pre-announced number of bonus points is allocated. The assignments will mainly involve methodological questions but also contains some empirical questions or coding exercises. You may use any of the following (matrix) programming languages: STATA, R, Matla or Gauss to address the latter types of questions. You will have a week to complete the assignments. The assignments and programming code must be sent by email. Answers will be (partly) discussed in the tutorial sessions. |
ECTS | 5 |
Course description | In Part I is devoted to the analysis of panel data models. Besides discussing fixed- and random effects settings we also look into GMM/ |
Downloads | Further details and course Material will be provided via the Ilias group. |
Type | Block-Seminar |
---|---|
Title | Applied Econometrics |
Lecturer | |
Semester | Spring Semester 2022 |
Target Audience | Bachelor |
Introductory Meeting: | Mon, 14.02.22 & 21.02.22 (Time: 3.30pm-5pm) |
Presentations: | Tba |
Course language | English |
Prerequisites | Grundlagen der Ökonometrie (Basic Econometrics); Statistik I+II (Statistics I + II) |
Examination | seminar paper and presentations |
ECTS | 6 |
Course description | Each participant conducts an own empirical study in order to become familiar with applied research, what includes the ability to interpret empirical results in a meaningful way. Based on the material covered in the course Grundlagen der Ökonometrie, you will extend your knowledge on econometric models, estimation methods and test procedures in order to solve empirical problems. The seminar topics will refer to the multiple regression model for cross-section data including IV estimation setups as well as to microeconometric, panel data and time series models. Thereby, you should gain a broad overview on the various model classes through your own and your fellow students’ projects. |
Registration | Central registration week 6.12.-12.12 |
Downloads | Further information will be made available in the Ilias group of the seminar in due time. |