316202 Statistical and Econometric Models (V) (SoSe 2015)

The objective of this course is to get the participants up and running with some
basic statistical/econometric techniques, in particular, estimation and inference
with linear models for cross-sectional and panel data as well as time series.

Doing (applied) statistics/econometrics means using a computer full time and---to
some extend---this class is going to reflect this fact. Students will have the opportunity
to pick up some skills in using the statistical software R.

Requirements for participation, required level

Students are assumed to have basic knowledge of multivariate calculus, basic statistics
and probability, as well as matrix algebra.

A prior course on real analysis/measure-theoretic probability is certainly helpful but not required.
The same applies to further statistical/econometric preknowledge.

Some experience with the statistical software R (or some comparable package) is handy, but
can be picked up during the class as well.

Bibliography

Main text: Davidson, Russell. (2004). Econometric theory and methods. New York, NY [u.a.]: Oxford Univ. Press.

Further references will be given in the lecture notes.