Chair of Econometrics

Lectures Winter 2022/23: | Seminars Winter 2022/23: |
Lectures Summer 2023: | Seminars Summer 2023: |
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Information of Econometrics Preparatory Course 22/23:
Lecturer: Dr. Vahidin Jeleskovic
Content:
1. Motivation
2. The Simple Regression Model ( OLS: assumptions, model and
estimator, Goodness-of-Fit, Statistical properties of the OLS estimator)
3. The Multiple Regression Model (Model, Interpretation of
coefficients, Gauss-Markov-Theorem)
4. Inference & Hypothesis Testing (Testing a single parameter: the
t-Test, Testing a linear combination of parameters, Testing multiple
linear restrictions: the F-Test, Confidence intervals, OLS asymptotics)
5. Heteroscedasticity and Autocorrelation
6. Maximum-Likelihood-Estimation (The Likelihood function, The ML
estimator, Properties)
There will be online lecture videos and two alternative exercise dates
via zoom on Friday, October 14, 9:00 to 12:00 and 13:00 to 16:00.
Further information, the zoom links and lecture videos are accessible on
Moodle from October 10, 2022.
Moodle-Kurs (click here) and Key: econprep22.
Prof. Fitzenberger ist seit 01.09.2019 als wissenschaftlicher Direktor an das IAB Nürnberg gewechselt.
Prof. Weinhardt ist seit 01.10.2020 an die Europa-Universität Viadrina Frankfurt/O gewechselt.
Prof. Simone Maxand ist seit 01.04.2022 an die Europa-Universität Viadrina Frankfurt/O gewechselt.
MSc Statistics | Berlin School of Economics |