212042 Advanced Applied Econometrics

Course offering details

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 | 30

Priority scheme: Standard-Priorisierung

Course content:
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 an AR models for time series data. The theoretical content is accompanied by practical applications using the Software R.

 






 

Further information about the exams:
Midterm Exam (takes place during lecture hours on 6.3.2023) +Presentation (takes palce at last meeting on 13.3.2023)


Note: Knowledge of basic econometrics (regression analysis) is required.

Mandatory literature:
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

Appointments
Date From To Room Instructors
1 Mon, 6. Feb. 2023 10:30 16:00 SMH | LZ 09 Prof. Dr. Franziska Julia Peter
2 Mon, 13. Feb. 2023 10:00 16:00 SMH | LZ 09 Prof. Dr. Franziska Julia Peter
3 Mon, 20. Feb. 2023 10:00 16:00 SMH | LZ 09 Prof. Dr. Franziska Julia Peter
4 Mon, 27. Feb. 2023 10:00 16:00 SMH | LZ 09 Prof. Dr. Franziska Julia Peter
5 Mon, 6. Mar. 2023 10:00 16:00 SMH | LZ 09 Prof. Dr. Franziska Julia Peter
6 Mon, 13. Mar. 2023 10:00 16:00 SMH | LZ 09 Prof. Dr. Franziska Julia Peter
Course specific exams
Description Date Instructors Compulsory pass
1. Midterm Mon, 6. Mar. 2023 10:00-10:30 Prof. Dr. Franziska Julia Peter No
Class session overview
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
Instructors
Prof. Dr. Franziska Julia Peter