Lehrende: Dr. Simon Behrendt
Veranstaltungsart: Seminar / Übung
Orga-Einheit: Corporate Management & Economics
Anzeige im Stundenplan: Ökonometrie
Semesterwochenstunden: 3
Credits: 5,0
Standort: Campus der Zeppelin Universität
Unterrichtssprache: Englisch
Min. | Max. Teilnehmerzahl: 10 | 35
Inhalte: This course introduces students to econometrics, starting with a short repetition of probability theory, matrix algebra, and statistics. The topics dealt with in the course are: 1) The classic linear regression model 2) Assumptions, properties, estimation 3) Maximum likelihood estimation 4) Limited dependent variables 5) Instrumental variables There will be a tutorial accompanying the lecture, which also includes some practical exercises using the statistical software R.
Weitere Informationen zu den Prüfungsleistungen: 1) Midterm exam (multiple choice): 25.10.2016 2) Final exam
Literatur: Jeffrey M. Wooldridge. Introductory Econometrics: A Modern Approach. Thomson and Southwest (any edition)