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35777 Vorlesung: Econometric Methods (WiSe 22/23)

Lecturers/instructors

Prof. Dr. Harry Haupt

Course times

Di. 08:30 - 10:00 (wöchentlich), Ort: (AM) HS 9, Termine am Freitag. 03.02.23 10:30 - 12:00, Mittwoch. 08.02.23 08:00 - 10:00, Ort: (WIWI) SR 026, (WIWI) HS 8

Course venue

(AM) HS 9: Di. 08:30 - 10:00 (14x), (WIWI) SR 026: Freitag. 03.02.23 10:30 - 12:00, (WIWI) HS 8: Mittwoch. 08.02.23 08:00 - 10:00

Start date

Di., 18.10.2022 08:30 - 10:00 Uhr, Ort: (AM) HS 9

ECTS credits

5

Teaching contact hours per week

2

Description

This course provides an introduction to the methods of econometrics at international standard master's level. The following content will be covered: Regression analysis, econometric models, hypothesis testing in regression, endogeneity, heteroskedasticity.

Home institution

Lehrstuhl für Statistik und Data Analytics

Involved Institutions

Graduiertenzentrum

Credit transfers

Studienangebote in anderen Sprachen > Studienangebot in englischer Sprache

Gefährdungspotenzial > Kein Gefährdungspotential der Veranstaltung für werdende und stillende Mütter (grün)

Wirtschaftswissenschaftliche Fakultät > Master International Economics and Business > Version 1 > Gesamtkonto MR IEB > Statistische und theoretische Grundlagen > 261120 | Methoden der Ökonometrie

Wirtschaftswissenschaftliche Fakultät > Master Wirtschaftsinformatik > Version 1 > Gesamtkonto MR WII > Methoden > 261120 | Methoden der Ökonometrie

Wirtschaftswissenschaftliche Fakultät > Master Business Administration > Version 1 > Gesamtkonto MR BA > Methoden > 261120 | Methoden der Ökonometrie

Wirtschaftswissenschaftliche Fakultät > Master International Economics and Business > Version WS 2018 > Gesamtkonto MR IEB > Modulgruppe A: Core Courses > 261120 | Methoden der Ökonometrie

Fakultät für Informatik und Mathematik > Master Computational Mathematics

Pre-requisites

Bachelor's level understanding of calculus and matrix algebra, introductory statistics including inferential methods, regression analysis, and testing methods. Basic knowledge of R statistical software is an advantage.

Mode of study

This lecture is organized in a set of lectures and tutorials (Übungen). In the tutorials students solve problem sets corresponding to the topics of the lecture, some of the tutorials are hands-on using the open-source statistical software R. Students are explicitly invited to play an active role in lectures and tutorials through questions and input for discussions. Additionally, students are invited to indicate those parts of the course for which they need additional training. Readings are essential to prepare the class and the exam.

Assessments

End-of-semester written exam, 60 min., or home performance assessment, 100%.

Indicative reading list

Hansen, B. (2021), Econometrics. http://www.ssc.wisc.edu/~bhansen/econometrics/

Davidson, R. & J.G. MacKinnon (2009), Econometric Theory and Methods, Oxford Univ. Press.
Stock J.H. & M.M.Watson (2019) Introduction to Econometrics. 4e. Pearson.
Angrist J.D. & J.S. Pischke (2009) Mostly Harmless Econometrics. Princeton Univ. Press.

For further lectures and seminars offered by the faculties in German please refer to the German version of this website.