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.

2017W, VO, 2.0h, 3.0EC

Properties

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

Aim of course

Understanding of basic econometric methods: linear regression models, including estimation and inference.

Subject of course

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

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue14:00 - 15:3003.10.2017 - 23.01.2018FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Econometrics 1: Linear Models - Single appointments
DayDateTimeLocationDescription
Tue03.10.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue10.10.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue17.10.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue24.10.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue31.10.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue07.11.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue14.11.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue21.11.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue28.11.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue05.12.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue12.12.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue19.12.201714:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue09.01.201814:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue16.01.201814:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models
Tue23.01.201814:00 - 15:30FH Hörsaal 7 - GEO Econometrics 1: Linear Models

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Tue14:00 - 16:0007.05.2024Sem.R. DB gelb 05 A written04.03.2024 18:00 - 06.05.2024 23:59TISS3. Termin (schriftlich)

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
033 203 Statistics and Mathematics in Economics Mandatory5. Semester
066 395 Statistics and Mathematics in Economics Mandatory elective

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