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Instructors: Prof. Dr. Franziska Julia Peter
Event type:
Seminar / exercise
Org-unit: Corporate Management & Economics
Displayed in timetable as:
Econometrics
Hours per week:
3
Credits:
6,0
Location:
Campus der Zeppelin Universität
Language of instruction:
Englisch
Min. | Max. participants:
5 | 35
Course content:
Inhalte:
The course is based on the knowledge of the course "Foundations in Empirical Economics" which is given during the first weeks of the semester and wraps up the most important concepts in statistics, mathematics and lienar regressions.
This course covers the most important and fundamental econometric models. The topics dealt with in the course are:
The classical linear regression model:
Assumptions, Properties, Estimation
Maximum Likelihood Estimation
Time Series Econometrics
Panel data models
Applications in R/ Exercises
Further information about the exams:
Weitere Informationen zu den Prüfungsleistungen:
Endterm: 90 Minute Open Book Exam
Mandatory literature:
Jeffrey M. Wooldridge. Introductory Econometrics A Modern Approach Cengage Learning Emea, Any edition.
Ruey S. Tsay. Analysis of Financial Time Series 3rd Edition, Wiley, 2010
J. Hamilton, Time Series Analysis, Princeton University Press, 1994
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