Lehrende: Prof. Dr. Franziska Julia Peter
Veranstaltungsart: Seminar / Übung
Orga-Einheit: Corporate Management & Economics
Anzeige im Stundenplan: Advanced Applied Eco
Semesterwochenstunden: 3
Credits: 6,0
Standort: Campus der Zeppelin Universität
Unterrichtssprache: Englisch
Min. | Max. Teilnehmerzahl: 5 | 35
Prioritätsschema: Standard-Priorisierung
Inhalte: 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.
