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 models
Students 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.
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.
- 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
Frequency | Weekday | Time | Format / Place | Period |
---|
Date | Time | Format / Room | Comment about examination |
---|---|---|---|
Monday, September 30, 2024 | 14:00-17:00 | H10 | Wiederholungstermin |
Show passed examination dates >>
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.
A corresponding course offer for this course already exists in the e-learning system. Teaching staff can store materials relating to teaching courses there: