Statistics and Econometrics 1: Econometrics of Cross Section and Panel Data – WiSe 2022/23

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
 

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.