Familiarity with elementary econometric methods (linear regression models, time series approaches), Specification and testing, solving applied problems;
Introduction into econometric methods; econometric problems of the least squares method; forecasting techniques (regression, time series approaches, smoothing methods); assessment of different techniques; econometric software; selected applied problems.
The exact dates of the lectures (plenary sessions) and exercises (divided into groups) can be found on the lecture's homepage (oekwinf15.pdf)! (The first lecture will be held on Friday 13th, March 2015)
written and oral written and oral exercises and occasional written exams: Grading is based to 50% on exercises and to 50% on (two) written tests. To achieve a positive grade at least 60% of the maximum points (for exercises and tests) are required.
Use Group Registration to register.
[1] J. H. Stock and M. M. Watson, Introduction to Econometrics, Pearson International, 2012 [2] M. P. Murray, Econometrics. A modern introduction, Pearson International, 2006 [3] A.H. Studenmund, Using Econometrics. A Practical Guide, 6th ed. 2011, Pearson Internat. Edition [4] B. Vogelvang, Econometrics. Theory and Applications with EViews, Prentice Hall, 2005 [5] Greene W.H., Econometric Analysis, Prentice Hall, 2003 (5th ed.) 65
Mathematics and statistics at bachelor level are required
