105.600 Econometrics 2
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2020S, VU, 2.0h, 3.0EC
TUWEL

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VU Lecture and Exercise

Learning outcomes

After successful completion of the course, students are able to

  • discuss regression models with stochastic independent variables,
  • to discuss and to apply instrumental variables estimates and (generalized) method of moments estimators and
  • to explain the most important classes of models for panel data and to compute the respective estimates.

Subject of course

Econometric methods and models (regression models with stochastic independent variables, instrumental variables, generalized method of moments, panel data analysis)

Teaching methods

Mix of lectures on the blackboard, exercises and data demonstration examples

Mode of examination

Immanent

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed12:00 - 14:0004.03.2020 - 11.03.2020Sem.R. DB gelb 04 VU Ökonometrie 2
Econometrics 2 - Single appointments
DayDateTimeLocationDescription
Wed04.03.202012:00 - 14:00Sem.R. DB gelb 04 VU Ökonometrie 2
Wed11.03.202012:00 - 14:00Sem.R. DB gelb 04 VU Ökonometrie 2

Examination modalities

Participation during the whole semester and a oral final examination.

Course registration

Not necessary

Curricula

Literature

Lecture notes for this course are available. Office EOS (E105-2), Freihaus, yellow area, 4th floor. Price: 5Euro.

  • Schönfeld "Methoden der Ökonometrie" (Band 2)
  • Cameron & Trivedi "Microeconometrics"
  • Hsiao "Panel Data Analysis"
  • Hayashi "Econometrics"

Preceding courses

Language

German