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Humboldt-Universität zu Berlin -

Applied Econometrics - Winter Term 2017/18

 

Lecturer: Prof. Dr. Bernd Droge

 

Course Material:
Weitere Informationen (Zeitplan der Übungen usw.) und das Vorlesungsmaterial werden NUR über Moodle verfügbar sein. Der Kursschlüssel wird in der ersten Veranstaltung bekanntgegeben.

Further information and course material will ONLY be available on Moodle. The Moodle-key will be announced in the first lecture.

 

Lectures:
Mon, 14-16, SPA 1, 220
Thu, 10-12, SPA 1, 220 (every second week beginning on October 19)

Exercises:
Wed, 14-16, SPA 1, 25 (every second week beginning on October 25)
Thu, 10-12, SPA 1, 25 (every second week beginning on October 26)

 

Content:
The course introduces econometric methods for analyzing cross-sectional data, panel data and time series data and discusses their
applicability in practice. The following topics are covered: extensions and applications of the linear model; instrumental variable
estimation; binary response models; truncated and censored regression, static panel data models; specification, estimation,
validation and forecasting of autoregressive models. The application of these methods is explained and illustrated by means of
empirical examples.

Literature:

Marno Verbeek: "A Guide to Modern Econometrics", 2012, John Wiley & Sons.
James H. Stock, Mark W. Watson "Introduction to Econometrics", 2007, Pearson Education.
Christiaan Heij, Paul de Boer et al. "Econometric Methods with Applications in Business and Economics", 2004, Oxford University
Press.

Cameron, A.C. and Trivedi, P.K. (2005). Microeconometrics. Cambridge University Press.
P.H. Fransens, P.H., van Dijk, D. and Opschoor, A. (2014). Time Series Models for Business and Economic Forecasting, Cambridge University Press, 2nd ed.

 

 

Examination: Exam (90 min)

First Exam date: ----

The exam is available and can be answered in English or German.

 

BA BWL und VWL: 6 LP, Modul: "Angewandte Ökonometrie"
MA 2005 - 2010: 6 LP, Modul: "Methodological Skills" or "Applied Econometrics"
MA 2016: 6 LP, Modul, "Applied Econometrics"