Humboldt-Universität zu Berlin - Wirtschaftswissenschaftliche Fakultät

Applied Econometrics - Winter Term 2015/16


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



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.

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

BA BWL und VWL: 6 SP, Modul: "Angewandte Ökonometrie"
Klausur (90 min)