105.596 Econometrics 1: Linear Models
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2020W, VO, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to master the theoretical background of linear regression models and to apply these methods for concrete data sets, as well as interpreting the corresponding software output and test statistical hypothesis.

Subject of course

Simple and multiple linear regression model, least-squares estimation, geometric interpretation, Frisch-Waugh, coefficient of determination, classical linear regression model, Gauss-Markov theorem, variance estimation, testing linear hypotheses, t-test, F-test, generalized linear regression model, Aitken estimator, asymptotic analysis.

Teaching methods

Lectures (on the blackboard).

Mode of examination

Written

Additional information

Die Vorlesung startet mit einer Vorbesprechung am Dienstag, 1. Oktober um 14h15 (EI 11 Geodäsie HS).

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue14:00 - 16:0006.10.2020 - 26.01.2021EI 4 Reithoffer HS VO 105.596
Econometrics 1: Linear Models - Single appointments
DayDateTimeLocationDescription
Tue06.10.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue13.10.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue20.10.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue27.10.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue03.11.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue10.11.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue17.11.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue24.11.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue01.12.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue15.12.202014:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue12.01.202114:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue19.01.202114:00 - 16:00EI 4 Reithoffer HS VO 105.596
Tue26.01.202114:00 - 16:00EI 4 Reithoffer HS VO 105.596

Examination modalities

Written exam.

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Thu16:00 - 18:0028.01.2021FH 8 Nöbauer HS - MATH written14.01.2021 08:00 - 26.01.2021 08:00TISSPrüfung

Course registration

Not necessary

Curricula

Literature

  • Schönfeld: Methoden der Ökonometrie, Band I, 1969.
  • Ruud: An Introduction to Classical Econometric Theory,  2000.
  • Auer, Ökonometrie: Eine Einführung, 2013.
  • Gross: Linear Regression, 2003.
  • Kleiber & Zeileis: Applied Econometrics with R, 2008.

Previous knowledge

Basic knowledge of linear algebra, probability theory and statistics.

Accompanying courses

Language

German