Lehrende: Prof. Dr. Franziska Julia Peter
Veranstaltungsart: Vorlesung mit Übungsanteilen
Orga-Einheit: Corporate Management & Economics
Anzeige im Stundenplan: Ökonometrie
Semesterwochenstunden: 3
Credits: 6,0 Hinweis: In Ihrer Prüfungsordnung können abweichende Credits festgelegt sein.
Standort: Campus der Zeppelin Universität
Unterrichtssprache: Englisch
Min. | Max. Teilnehmerzahl: 10 | 36
Prioritätsschema: Standard-Priorisierung
Inhalte: 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
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