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.

2021S, VU, 2.0h, 3.0EC
TUWEL

Properties

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

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

Additional information

Corona-bedingt wird die VU in diesem Semester im "distance learning" Modus abgehalten. Das heißt insbesondere, dass es wöchentliche Zoom-Meeting geben wird. Die VU wird im wesentlichen im zugehörigen TUWEL Kurs abgewickelt. Informationen, Unterlagen, Links zu den Zoom Meetings, Übungsaufgaben, Abgaben, usw. sind alle im TUWEL zu finden bzw, durchzuführen. Daher ist auch eine Anmeldung unbedingt notwendig.  

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed12:00 - 14:0003.03.2021 - 30.06.2021 Zoom Meeting (Link see TUWEL course) (LIVE)105.600: Ökonometrie 2
Econometrics 2 - Single appointments
DayDateTimeLocationDescription
Wed03.03.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed10.03.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed17.03.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed24.03.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed14.04.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed21.04.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed28.04.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed05.05.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed12.05.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed19.05.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed26.05.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed02.06.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed09.06.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed16.06.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed23.06.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2
Wed30.06.202112:00 - 14:00 Zoom Meeting (Link see TUWEL course)105.600: Ökonometrie 2

Examination modalities

Participation during the whole semester and a oral final examination.

Course registration

Begin End Deregistration end
01.02.2021 00:00 07.03.2021 23:59 21.03.2021 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
033 203 Statistics and Mathematics in Economics Mandatory elective
860 GW Optional Courses - Technical Mathematics Not specified

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

Miscellaneous

  • Attendance Required!

Language

German