Chair of Financial Econometrics
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Econometrics

Lecture and Tutorial

Lecture (Mittnik)

as of 21.04.2010, Wed 12 noon - 3 p.m., Ludwigstr. 33-144

Tutorial (A. Fuest)

as of 30.04.2010, Fri 8 a.m. - 10 a.m., Geschwister-Scholl-Platz 1 (A) - A U117

Topics

  1. Basic Concepts in Time Series Analysis
  2. Seemingly Unrelated Regression Equations
  3. Simultaneous Equations Models
  4. Microeconometrics: Discrete Choice Models

Target audience: Advanced bachelor and master students in economics, business, statistics, mathematics and computer science.

Prerequisites: Working knowledge of mathematics (analysis, linear algebra) , basic knowledge of econometrics (Econometrics I) or statistics (linear models).

6 ECTS-Credits / Schein: passing written exam.

On selected dates the tutorial will be held in the CIP-Pool of the Department of Statistics. Please ask Christa Jürgensonn (Room 148) for a login, if you do not yet have one.

On Mai 14 the tutorial will be held in the CIP-Pool of the Department of Statistics.

On June 4 the tutorial will be held in the CIP-Pool of the Department of Statistics.

There will be no lecture on June 16.

Literatur

  • 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

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