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316202 Statistical and Econometric models (V) (SoSe 2010)

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Teilnahmevoraussetzungen, notwendige Vorkenntnisse

Basic knowledge of Elementary Statistics, Linear Algebra, Analysis, and Probability.

Literaturangaben

Out of many nice texts in the market, here is a short list of some recommended books (in alphabetical order). These books have different scope and a rather low level of mathematical rigor. Each covers most of the topics discussed in the course.

Amemiya,T. (1985) Advanced Econometrcis. Cambridge.
Casella, G. and R.L. Berger (2002) Statistical Inference. Duxbury.
Davison, A.C. (2003) Statistical Models. Cambridge.
Greene, W.H. (2008) Econometric Analysis. 6e. Pearson.
Peracchi, F. (2001) Econometrics. Wiley.
Ruppert, D., M.P. Wand, and R.J. Carroll. (2003) Semiparametric regression. Cambridge.
Ruud, P. (2000) An Introduction to Classical Econometric Theory. Oxford.
van der Vaart, A.W. (1998) Asymptotic Statistics. Cambridge.
Wooldridge, J.M. (2001) Econometric Analysis of Cross Section and Panel Data. MIT Press

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Fachzuordnungen

Studiengang/-angebot Gültigkeit Variante Untergliederung Status Sem. LP  
Economic Behavior and Interaction Models / Promotion    
QEM - Models and Methods of Quantitative Economics / Master    
Wirtschaftsmathematik / Diplom (Einschreibung bis SoSe 2005)   HS
Konkretisierung der Anforderungen

The first part of the course will cover basic elements of statistical modeling such as regression point and interval estimation as well as hypothesis testing.

The second part will deal with linear models, e.g., least squares and generalizations.

The third part introduces semi- and nonparametric methods.

There will be a
midterm exam on June 10, 2010, R2-149, 10.30-11.00 h
and a final exam on
MONDAY, July 19, 2010, 14.00-15.00h (be there at least 10 minutes in advance), ROOM W9-109.
Oral exams for those who require this kind of exam will be dated (around the final exam time) by appointment.

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