432901 VU/3 VU Econometrics

winter semester 2018/2019 | Last update: 19.10.2018 Place course on memo list
432901
VU Econometrics
VU 3
6
Block
annually
English

The PhD course 'Econometrics' pursues the following learning goals:

*) Acquisition of profound knowledge about the presented methods, their assumptions and application possibilities,

*) application of suitable statistical/econometric methods on students own choice in order to investigate economic problems,

*) application of a respective software (for example EViews, STATA or R) for data analysis,

*) interpretation and discussion of the results and evaluating their relevance, as well as

*) acquirement of a certain competence in order to comprehend the employed statistical/econometric methods and approaches in the relevant economic literature.

The statistical/econometric methods discussed are:

*) Advanced regression analysis,
*) stationary panel metodels / multi level models / hierarchical models,
*) univariate time series and an introduction to multivariate time series analysis

For applying these approaches on data and investigating economic problems a respective software is used (Eviews, STATA or R).

Continuous assessment (based on regular written and/or oral contribution by participants) and a final written exam.

Course examination according to § 7, statute section on "study-law regulations"

Econometric Analysis, W. H. Greene, Prentice Hall.

Further literature is given in the syllabus.

Advantageous is the attendance or rather the completion of the PhD courses 'Mathematics' and 'Statistics' as well as a basic understanding of the classical linear regression model.

not applicable

All important material, e.g. syllabus, slides, problem sets, is available form the corresponding online course in OLAT.

see dates
Group 0
Date Time Location
Mon 2018-10-01
12.00 - 14.45 SR 13 (Sowi) SR 13 (Sowi) Barrier-free
Mon 2018-10-01
16.00 - 17.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Tue 2018-10-02
08.00 - 11.45 SR 13 (Sowi) SR 13 (Sowi) Barrier-free
Tue 2018-10-02
14.00 - 17.00 ZID Sowi AR 2 ZID Sowi AR 2
Wed 2018-10-03
08.00 - 11.45 SR 13 (Sowi) SR 13 (Sowi) Barrier-free
Wed 2018-10-03
14.00 - 17.45 ZID Sowi AR 2 ZID Sowi AR 2
Thu 2018-10-04
08.00 - 11.45 SR 13 (Sowi) SR 13 (Sowi) Barrier-free
Thu 2018-10-04
14.00 - 17.45 ZID Sowi AR 2 ZID Sowi AR 2
Fri 2018-10-05
08.00 - 11.45 SR 13 (Sowi) SR 13 (Sowi) Barrier-free
Fri 2018-10-05
14.00 - 17.45 ZID Sowi AR 2 ZID Sowi AR 2
Mon 2018-10-15
12.00 - 14.45 SR 13 (Sowi) SR 13 (Sowi) Barrier-free
Mon 2018-10-15
16.00 - 17.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Tue 2018-10-16
08.00 - 11.45 SR I (Theologie) SR I (Theologie) Barrier-free
Tue 2018-10-16
14.00 - 17.45 ZID Sowi AR 5 ZID Sowi AR 5
Wed 2018-10-17
08.00 - 11.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Wed 2018-10-17
14.00 - 17.45 ZID Sowi AR 5 ZID Sowi AR 5
Thu 2018-10-18
08.00 - 11.45 SR 13 (Sowi) SR 13 (Sowi) Barrier-free
Thu 2018-10-18
14.00 - 17.45 ZID Sowi AR 5 ZID Sowi AR 5
Fri 2018-10-19
08.00 - 11.45 SR 13 (Sowi) SR 13 (Sowi) Barrier-free