316202 Statistical and Econometric Models (V) (SoSe 2024)
Contents, comment
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The objective of this course is to get participants up and running with statistical and econometric techniques, in particular estimation and inference with linear models for cross-sectional and panel data as well as time series. Topics are:
1. Introduction and basics
2. Linear models
3. Models for binary outcome
4. Multinomial models
5. Models for count data
6. Models for truncation and censoring
7. Mixture models
8. Time series models
9. Panel data modelsStudents will have the opportunity to pick up some skills in using the statistical software R - both in the lecture and the accompanying practicals, see https://ekvv.uni-bielefeld.de/kvv_publ/publ/vd?id=449563023.
Requirements for participation, required level
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Participants are expected to
- have basic knowledge of elementary statistics, linear algebra, analysis, and probability (cf. Appendix A - D in the book by Wooldridge, reference below),
- have some experience with the software R for statistical computation,
- enjoy reading, thinking, and talking about statistics.
Bibliography
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- Cameron, Trivedi (2005): Microeconometrics, Cambridge University Press
- Verbeek (2004): A Guide to Modern Econometrics, 2nd edition, John Wiley & Sons
- Woldridge (2013): Introductory Econometrics, 5th edition, Cengage Learning
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mo | 14-18 | H10 | 22.04.-19.07.2024
not on: 5/6/24 / 5/20/24 |
Examinations
| Date | Time | Format / Room | Comment about examination |
|---|---|---|---|
| Monday, May 27, 2024 | 14:00-16:00 | H10 | Midterm |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M-Ectr1 Econometrics 1 | Statistical and Econometric Models | Graded examination
|
Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Studieren ab 50 | |||||||
| Wirtschaftswissenschaften - Angebote für Erasmus / Incomings (Bachelor) |
The exam is split into a midterm and a final. There will also be a retake option. All the details are provided in the first lecture.
E-Learning Space
A corresponding course offer for this course already exists in the e-learning system. Teaching staff can store materials relating to teaching courses there:
- Registered number: 35
- This is the number of students having stored the course in their timetable. In brackets, you see the number of users registered via guest accounts.
- Address:
- SS2024_316202@ekvv.uni-bielefeld.de
- This address can be used by teaching staff, their secretary's offices as well as the individuals in charge of course data maintenance to send emails to the course participants. IMPORTANT: All sent emails must be activated. Wait for the activation email and follow the instructions given there.
- If the reference number is used for several courses in the course of the semester, use the following alternative address to reach the participants of exactly this: VST_449420774@ekvv.uni-bielefeld.de
- Coverage:
- 35 Students to be reached directly via email
- Notes:
- Additional notes on the electronic mailing lists
- Email archive
- Number of entries 3
- Open email archive
- Last update basic details/teaching staff:
- Thursday, November 23, 2023
- Last update times:
- Wednesday, May 8, 2024
- Last update rooms:
- Wednesday, May 8, 2024
- Type(s) / SWS (hours per week per semester)
- V / 4
- Language
- This lecture is taught in english
- Department
- Faculty of Business Administration and Economics
- Questions or corrections?
- Questions or correction requests for this course?
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- Clashing dates for this course
- Links to this course
- If you want to set links to this course page, please use one of the following links. Do not use the link shown in your browser!
- The following link includes the course ID and is always unique:
- https://ekvv.uni-bielefeld.de/kvv_publ/publ/vd?id=449420774
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- ID
- 449420774