310021 Einführung in die Ökonometrie (V) (WiSe 2014/2015)
Contents, comment
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In dieser Vorlesung werden die Grundlagen des Faches Ökonometrie diskutiert. Die Ökonometrie beschäftigt sich mit der empirischen Modellierung von ökonomischen Vorgängen mit Hilfe von mathematischen Modellen mittels statistischen Methoden.
Den Hauptteil der Vorlesung bildet eine tiefgehende Diskussion der Kleinstquadrateschätzung unter Beleuchtung aller dafür nötigen Annahmen sowie der dabei verwendeten Inferenz.
Die Vorlesung bildet die Grundlage für die weiterführenden Lehrveranstaltungen des Ökonometrie sowie vielen Veranstaltungen des Statistik Lehrstuhls.
Requirements for participation, required level
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Statistik I + II, Mathematik Vorkurse (vor allem lineare Algebra: Vektor und Matrizenrechnung)
Bibliography
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Die Vorlesung orientiert sich stark am Buch
Jeff Wooldridge: Introductory Econometrics (fourth edition), Cengage Learning, 2009.Das Buch wird in geringer Zahl im Semesterapparat verfügbar sein.
Weitere gute Textbooks sind:
+ Will Greene: Econometric Analysis, Prentice Hall, 2002.
+ Johnston Di Nardo: Econometric Methods, McGraw Hill, Kapitel 1-4,6
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mo | 14-16 | H7 | 13.10.2014-06.02.2015
not on: 12/22/14 / 12/29/14 |
|
| one-time | Do | 8-10 | H6 | 09.07.2015 | Klausurvorbereitung |
| one-time | Mi | 16-18 | H6 | 15.07.2015 | Klausurvorbereitung |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M9 Datenanalyse | Einführung in die Ökonometrie | 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) | SW1A | 1. | 4 | |||
| Studieren ab 50 | |||||||
| Wirtschaftswissenschaften (Nebenfach) / Bachelor | (Enrollment until SoSe 2011) | Nebenfach | Modul 42 | Pflicht | 6. 7. | 4 | |
| Wirtschaftswissenschaften (1-Fach) / Bachelor | (Enrollment until SoSe 2011) | Modul 22 | Pflicht | 3. 4. | 4 |
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- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Wednesday, June 17, 2015
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- Wednesday, June 17, 2015
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Business Administration and Economics
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