312501 Methoden der Ökonometrie (V) (WiSe 2013/2014)
Contents, comment
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1. Multiples lineares Regressionsmodell (MLR)
2. Tests im MLR
3. Gewichte und Instrumentvariablen
4. Paneldaten
5. Maximum LikelihoodSkript und R-Codefiles zur Veranstaltung werden ab dem 12.02.2014 online verfügbar sein (weitere R-Codes folgen im Verlauf der Kurswoche).
Alle weiteren Informationen in der ersten Vorlesungsstunde.
Bibliography
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Literaturempfehlungen (in alphabetischer Reihenfolge):
Davidson, R., J.G. MacKinnon (2004), Econometric Theory and Methods. Oxford University Press.
Greene, W.H. (2008), Econometric Analysis. 6e. Pearson Prentice Hall.
Peracchi, F. (2001), Econometrics. John Wiley & Sons, Ltd.
Verbeek, M. (2008), A Guide to Modern Econometrics. 3e. John Wiley & Sons, Ltd.
Vinod, H.D. (2008), Hands-on intermediate econometrics using R. World Scientific.
Wooldridge, J.M. (2002), Econometric Analysis of Cross Section and Panel Data. MIT Press.Die o.a. Bücher unterscheiden sich in Umfang, Themenauswahl, Notation und formaler Tiefe. Eine evtl. Anschaffung sollte man also von den eigenen Präferenzen abhängig machen.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
|---|
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-MM15 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 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-MM30 Research Methods in Advanced Business Administration | Methoden der Ökonometrie | 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 | |
|---|---|---|---|---|---|---|---|
| Statistische Wissenschaften / Master | (Enrollment until SoSe 2014) | SW7 | 3 | ||||
| Studieren ab 50 | |||||||
| Wirtschaftsmathematik / Master | (Enrollment until SoSe 2011) | MW09iS | 4 | ||||
| Wirtschaftswissenschaften / Master | (Enrollment until SoSe 2012) | Modul 15 | 4 | Themengebiet 15c |
Vorausgesetzt werden Kenntnisse aus Mathematik I und II, Statistik I und II, Einführung in die Ökonometrie.
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