Humboldt-Universität zu Berlin - Wirtschaftswissenschaftliche Fakultät

Chair of Econometrics

 

timeseries

 

Lectures Summer 2022/23: Seminars Summer 2022/23:

Applied Econometrics

Econometric Methods

Selected Topics in Econometrics

Lectures Winter 2022: Winter Summer 2022:

Time Series Analysis

Einführung in die Ökonometrie

Advanced Econometrics 

-

 

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    SFB 649   |   C.A.S.E.   |   BDPEMS  |   QFL