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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.

2018W, 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.

Additional information


Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue14:00 - 15:1502.10.2018FH Hörsaal 7 Econometrics 1: Linear Models

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