Seminar für Finanzökonometrie
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Sprachumschaltung

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Inhaltsbereich

Econometrics

Lecture and Turorial

Lecture (Mittnik)

Wednesday, as from 24.04.2019, 12:15 - 14:15 p-m., Geschw.-Scholl-Pl. 1 (M) - M 014

Tutorial  (E. Heller)

Friday, as from 03.05.2019, 8:30 - 10:00 a.m., Geschw.-Scholl-Pl. 1 (A) - A 022

Lecture and tutorial in English.

Attention:

On June 5 the lecture is cancelled. This lecture will be held on Friday, June 14, 8:30 - 10:00 (instead of the tutorial.

On June 19 there will a tutorial instad of the lecture. The lecture will be held on Friday, June 28, 8:30 - 10:00, i.e. two lectures during the last week of June, no tutorial.


Relevant material and information:

All relevant material and information regarding the course can be accessed through Moodle:Moodle-Kurs Econometrics.

The password required to enroll into the Moodle course will be announced in lectures and tutorials.

Topics

  • The Classical Multiple Linear Regression Model
  • Seemingly Unrelated Regressions
  • Simultaneous Equations Models
  • Discrete Choice Models

Target audience: Advanced Bachelor and Master students in statistics, VWL, BWL, mathematics or computer science.

Prerequisites: Solid mathematical foundations (analysis and linear algebra), basic knowledge in Econometrics (Econometrics 1) or Statistics (Linear Models).

Record of achievement: Exam at the end of the term, 6 ECTS-Credits.

 

Exam(6 ECTS):

Datum: 30. July

Zeit: 9 a.m.

Ort: Room B 051, Theresienstr. 39.

Registration: Prior registration via moodle is required.

Time: 120 Minuten

Permitted writing aids: A not programable calculator, as well as a handwritten DIN A4 crib sheet with formulas on both sides (1 sheet (2 pages) of DIN A4 paper). The crib sheet needs to be handed in together with the exam.

Please bring ID card and student card for identification!

 

 

Exam (6 ECTS, Second Date)

Datum: 10. October

Zeit: 10 a.m.

Ort: Room S 004, Schellingstraße 3.

Registration: Prior registration via moodle is required.

Time: 120 Minuten

Permitted writing aids: A not programable calculator, as well as a handwritten DIN A4 crib sheet with formulas on both sides (1 sheet (2 pages) of DIN A4 paper). The crib sheet needs to be handed in together with the exam.

Please bring ID card and student card for identification!

 

Literature

  • Greene, W.H., Econometric Analysis, New York: Prentice Hall, 2008, (6. Aufl.)
  • Johnston, J. und J. DiNardo, Econometric Methods, New York: McGraw-Hill, 1997, (4. Aufl.)
  • Baltagi, Badi H., Econometrics, New York: Springer, 2008, (4. Aufl.)
  • Judge, Hill, Griffiths, Lütkepohl, Lee (1988): Introduction to the Theory and Practice of Econometrics, Wiley (2. Aufl.)
  • Winkelmann, R. und S. Boes, Analysis of Microdata, New York: Springer, 2006