Applied Econometrics

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The course covers the following topics:
  • The linear regression model based on a firm theoretical basis and using rigorous notation.
  • Endogeneity and instrumental variables estimation;
  • The generalized regression model and heteroscedasticity,
  • Basics of maximum likelihood estimation.

STATA® is used for applied econometric work.

The students deepen their knowledge of linear and non-linear estimation techniques as well as their knowledge of hypotheses testing. Furthermore, students learn how to apply their methodical knowledge to empirical work and how to interpret estimation results using the software STATA®.

The exam grade can be improved by an indepentend empirical group work. Student assistents provide support on the empirical group work each week in the PC room.

Target Group

Applied Econometrics is a compulsory course in the Master of Science in Economics.

Dates

The course is taught every winter term. Dates for winter term 2017/18 are:

  • Lecture (Prof. Dr. Harald Tauchmann): Thursday 15:00 - 16:30 room FG 0.015. First Lecture:  19th October. There is no lecture on 7th Dec.
  • Exercise Class (Simon Reif): Group 1: Wednesday 15.00-16.30 room LG 0.422, Group 2: Wednesday 16.45 - 18.15 room LG 0.422. First Exercise Class: 18th October.
  • Tutor Assisted Group Work (Helene Könnecke, Lisa Feist and Oleksiy Orel): Thursday 18:30 - 20:00 PC room LG 0.421. First Session: 19th October, room LG 0.144.

Material

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Syllabus