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.

2019W, VO, 2.0h, 3.0EC

Properties

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

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 understanding the corresponding software output and test statistical hypothesis.

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.

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 - 16:0001.10.2019EI 11 Geodäsie HS Econometrics 1: Linear Models
Tue14:00 - 16:0008.10.2019 - 28.01.2020EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Econometrics 1: Linear Models - Single appointments
DayDateTimeLocationDescription
Tue01.10.201914:00 - 16:00EI 11 Geodäsie HS Econometrics 1: Linear Models
Tue08.10.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue15.10.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue22.10.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue29.10.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue05.11.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue12.11.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue19.11.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue26.11.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue03.12.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue10.12.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue17.12.201914:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue07.01.202014:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue14.01.202014:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue21.01.202014:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle
Tue28.01.202014:00 - 16:00EI 4 Reithoffer HS Ökonometrie 1: Lineare Modelle

Examination modalities

Written exam.

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