Description:

Detaillierte und laufend aktualisierte Informationen finden Sie im Kursraum Econometrics (Master) (Summer Term 2023) auf Moodle.
Bitte melden Sie sich mit Ihrer Unikennung an und verwenden Sie dabei den Zugangsschlüssel QMW. Wenn Sie sich mir Ihrer E-Mailadresse auf Moodle für den Kurs registrieren, erhalten Sie während des Semesters aktuelle Informationen zu der Veranstaltung.

Learning Targets:

This course covers some widely applied econometric methods. After successful completion of this course, students will be able to understand many empirical studies in the field of economics and business. Moreover, they will have learned how to practi­cally implement simple econometric analysis with real data and how to inter­pret their results. Students will have a good understanding of the assumptions that underlie a causal interpretation of results and they are able to deal with some particularities that often arise in empirical work.

Outline:

·        Introduction

·        The Simple Regression Model

·        Multiple Regression Analysis: Estimation

·        Multiple Regression Analysis: Inference

·        Multiple Regression Analysis: Further Issues

·        Difference-in-Differences

·        Panel Data Methods: Fixed Effects

·        Instrumental Variable Methods

·        Binary Outcome Variables: Logit and Probit Models

Literature:

·    Main Textbook: Wooldridge, J. (2019), Introductory Econometrics: A Modern Approach,
     International Edition, South-Western, Cengage Learning.

·    Background Reading: Stock, J.H. and M.W. Watson (2012), Introduction to Econometrics,
     Global Edition, Harlow (UK): Pearson.

Notes: Earlier editions of these textbooks work equally well. 

Methods of Assessment:

Klausur

Links:

https://moodle.uni-due.de/course/view.php?id=40072