Statistics and Econometrics 1: Econometric Analysis of Cross Section and Panel Data – SS 2021

Lecturer: Prof. Dr.Thorsten Schank
ID Number: 3210 (Lecture), 3215 (Tutorial)
Contact Time: 2 SWS lecture and 2 SWS tutorial
Credits: 6 ECTS for Master students
Time/Place:
_
Tue,  14:15 – 15:45:  either at this time there will be an online session via MS Teams or
a video can be downloaded from ILIAS
Wed, 14:15 – 15:45: online via MS Teams

Please note that the course starts with a Stata introduction organized by Dr. Constantin Weiser. Since Stata is an essential part of the course, it is important that students actively take part in the Stata introduction which consists of the following bits:

  • Introductory Video: available here starting April 19th
  • Open Consultation Hour: April 20th and 21st; 10-12 and 14-16; via forum MS Teams
  • Submission Deadline: Thursday, April 22nd; 18:00
  • Final Notes (Video): available here starting April 23rd

The material can be downloaded from ILIAS

If any technical problem occurs, please write an e-mail to constantin.weiser@uni-mainz.de (subject: Stata-Course)

The regular course starts the week thereafter on April, Tuesday 27th (14:15:-15:45) with a video-conference via MS Teams. More detailed information will be available soon.

Language: English
Grade: Homework submission

 

Syllabus

This course aims to provide the participants with a profound understanding of econometric methods and tools with a particular focus on applied econometrics. We will follow a two-pillar concept by combining methodological lectures with empirical exercises using the software tool Stata. We will begin by reviewing some basic principles of econometrics and move on to the linear regression methodology, panel data sets and specification issues.

Agenda

Part 1: Principles of Econometrics
Part 2: Linear Regression
Part 3: Panel Data
Part 4: Specification Issues

Literature

Wooldridge (2013), Introductory econometrics.
Stock and Watson (2011), Introduction to econometrics.
Kohler and Kreuter (2012), Data Analysis Using Stata.

Further Readings

Wooldridge (2010), Econometric analysis of cross section and panel data.
Greene (2011), Econometric Analysis.

Download Area

Class material and handouts will be downloadable from the e-learning platform ILIAS.