| Lecturer: | Prof. Dr.Thorsten Schank |
| ID Number: | 6030 (Lecture), 6035 (Tutorial) |
| Contact Time: | 2 SWS lecture and 2 SWS tutorial |
| Credits: | 6 ECTS for Master students |
| Time/Place: _ |
Mon, 14:15 – 15:45: 00 265 PC-Pool Wed, 16:15 – 17:45: 00 251 HS V |
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| 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.