Econometric methods and models (regression models with stochastic independent variables, instrumental variables, generalized method of moments, panel data analysis)
Documents, exercises, etc. are provided in the associated TUWEL course. Therefore, registration in the TUWEL course is absolutely necessary. (The non-binding registration is done by "self-enrollment").
The course is planned entirely in presence. Changes are possible due to the current COVID situation.
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"