312501 Methoden der Ökonometrie (V) (WiSe 2019/2020)
Contents, comment
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Beginn der Veranstaltung ist am 17.10.
In dieser Vorlesung werden verschiedene Methoden zur Schätzung von statistischen und ökonometrischen Modellen besprochen. Die wesentlichsten Paradigmen (Kleinstquadrate, Maximum Likelihood, generalisierte Methode der Momente) sowie die entsprechende Inferenz werden diskutiert.
Dabei wird vom klassischen linearen Regressionsmodell ausgegangen und illustriert, wie sich die dortigen Annahmen aufweichen lassen respektive wie man mit einer Verletzung der Annahmen umgehen kann.
Literaturangaben
Davidson Mc Kinnon (2004) Econometric Theory and Methods, Oxford University Press.
Bibliography
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Davidson Mc Kinnon (2004) Econometric Theory and Methods, Oxford University Press.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
|---|
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M-ASM1 Advanced Statistical Methods I Advanced Statistical Methods I | Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Student information | |
| Courses in the field of statistics and/or in (a) methodologically related field(s) (II.) | Student information | ||
| 31-M-ASM2 Advanced Statistical Methods II Advanced Statistical Methods II | Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Graded examination
|
Student information |
| Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Graded examination
|
Student information | |
| 31-M-El1 Elective Courses 1 Elective Courses 1 | Chosen course from the group "Specialisation and deepening of the knowledge on economic theory and/or quantitative methods" 4 LP | Student information | |
| 31-M-El2 Elective Courses 2 Elective Courses 2 | Chosen course from the group quantitative methods 4 LP | Student information | |
| 31-M-El3 Elective Courses 3 Elective Courses 3 | Chosen course from the group economic theory 4 LP | Student information | |
| 31-MM15 Quantitative Methods Empirische Wirtschaftsforschung und Quantitative Methoden | Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie, etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV, etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken, etc.) | Student information | |
| 31-MM15-WiMa Quantitative Methods Empirische Wirtschaftsforschung und Quantitative Methoden | Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken etc.) | Student information | |
| 31-SW-AKStat Selected Topics in Statistics Ausgewählte Kapitel der Statistik | Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP | Graded examination
|
Student information |
| Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP | Graded examination
|
Student information | |
| Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP | 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 |
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