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Instructors: Prof. Dr. Franziska Julia Peter
Event type:
Lecture with practical interests
Org-unit: Corporate Management & Economics
Displayed in timetable as:
Ökonometrie
Hours per week:
3
Credits:
6,0
Note: In your exam regulations, differing credits may have been specified.
Location:
Campus der Zeppelin Universität
Language of instruction:
Englisch
Min. | Max. participants:
10 | 36
Priority scheme: Standard-Priorisierung
Course content:
Inhalte:
This course introduces students to econometrics, covering both theory and application. The topics dealt with in the course are:
1) Basic concepts from statistics
2) Linear regression model
3) Instrumental variable regression
4) Maximum likelihood estimation
5) Binary response models
(6) Introduction to time series econometrics(Optional))
There will be a tutorial accompanying the lecture, which also includes some practical exercises using the software R.
The lecture covers theoretical concepts, while the tutorial focuses on application and interpretation of the topics discussed in the lecture.
Thus, attendance of both lecture and tutorial is highly recommended.
Important note: Bachelor level exposure to mathematics and statistics is expected.Weitere Informationen zu den Prüfungsleistungen:
Weitere Informationen zu den Prüfungsleistungen:
Final exam
Literatur:
A good introduction, recommended to read:
Wooldridge. Introductory Econometrics: A Modern Approach. Thomson and Southwest (any edition)
Additional literature, if interested:
Wooldridge. Analysis of Cross-Section and Panel Data
Cameron and Trivedi. Microeconometrics
For time series topics, if interested:
Tsay. Analysis of Financial Time Series, chapter 2
Wenn Sie E-Learning Funktionalitäten nutzen möchten, tragen Sie bitte "Ja" ein.:
Ja
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