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Instructors: Prof. Dr. Franziska Julia Peter
Event type:
Seminar / exercise
Org-unit: Corporate Management & Economics
Displayed in timetable as:
Advanced Applied Eco
Hours per week:
3
Credits:
6,0
Location:
Campus der Zeppelin Universität
Language of instruction:
Englisch
Min. | Max. participants:
5 | 22
Priority scheme: Standard-Priorisierung
Course content:
iority scheme: Standard-Priorisierung
Course content:
This course focusses on topics beyond simple regression analysis. It covers topics from panel analysis as well as time series econometrics. It includes the random effects and fixed effects estimators for Panel data and ARMA, VAR and GARCH models for time series data. The theoretical content is accompanied by practical applications using the Software R.
Literatur
Hill, R. C., Griffiths, W. E., & Lim, G. C. (2008). Principles of econometrics. Hoboken, NJ: Wiley.
Wooldridge, 2001. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press.Cameron and Trivedi, 2005. “Microecometrics: Methods and Applications, “ Cambridge University Press
Prüfungsleistung:
Midterm Exam+Presentation
Note: Knowledge of basic econometrics (regression analysis) is required.
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