Statistics and Econometrics 1: Econometric Analysis of Cross Section and Panel Data – SoSe 2022

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,  10:15 – 11:45:  HS IV
Wed, 14:15 – 15:45:  HS IV

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 obligatory to submit (and pass) the homework. The Stata introduction is structured as follows :

  • Introductory Video: available here starting April 25th 2022
  • Open Consultation Hour: April 26th and 28th; 14-18 (room PC-Pool 00-275 ReWi I); via forum from the ILIAS website
  • Submission Deadline: Friday, April 29th; 10:00
  • Final Notes (Video): available here starting April 29th

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 May, Tuesday 3rd (10:15:-11:45).

Language: English
Grade: Exam

 

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.