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 and generalized linear models for cross-sectional and panel data.
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.
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.
Main text: Verbeek, A Guide to Modern Econometrics
Frequency | Weekday | Time | Format / Place | Period |
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Module | Course | Requirements | |
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31-M-Ectr1 Econometrics 1 | Statistical and Econometric Models | Graded examination
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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 |
Each week there will be some mandatory reading and a list of exercises.
Students are expected to do the reading, attend the lectures, attempt some
of the exercises on their own, and actively participate in the tutorial sessions.
Grades will be assinged on the basis of a midterm and a final exam.