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

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Requirements for participation, required level

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

Bibliography

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

Teaching staff

Dates ( Calendar view )

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Subject assignments

Degree programme/academic programme Validity Variant Subdivision Status Semester LP  
Economic Behavior and Interaction Models / Promotion    
QEM - Models and Methods of Quantitative Economics / Master    
Wirtschaftsmathematik / Diplom (Enrollment until SoSe 2005)   HS

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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SS2010_316202@ekvv.uni-bielefeld.de
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Last update basic details/teaching staff:
Friday, December 11, 2015 
Last update times:
Tuesday, February 23, 2010 
Last update rooms:
Tuesday, February 23, 2010 
Type(s) / SWS (hours per week per semester)
lecture (V) / 4
Department
Faculty of Business Administration and Economics
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ECTS points
6
(Also refer to the credit information in connection with the subject assignments)
ID
16583241