Inhalt

[ 2VTMOEKI1 ] IK Econometrics I

Versionsauswahl
Es ist eine neuere Version 2019W dieser LV im Curriculum Bachelor's programme Business and Economics 2021W vorhanden.
(*) Unfortunately this information is not available in english.
Workload Education level Study areas Responsible person Hours per week Coordinating university
2 ECTS B2 - Bachelor's programme 2. year Economics Martin Halla 1 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites (*)siehe Studienfach Ökonomische Theorie und Methoden
Original study plan Bachelor's programme Business and Economics 2012W
Objectives The Intensifying Course (IC) Econometrics I complements the Course (CS) Econometrics I. While the CS deals with econometric theory, the focus of the IC are respective empirical applications. Therefore, all meetings will take place in the computer labor.
Subject • Multiple Regression Analysis
• Econometric Specification
• Data Issues
• Binary Variables
• Heteroskedasticity
• Basic Regression Analysis with Time Series Data
Criteria for evaluation Before each meeting students are asked to register which exercises they have solved. In total, the exercises will allow students to collect 30 points. Students with a very good presentation will get an additional point; students with a poor presentation will lose one point.
Methods The integral parts of the IC are five take-home problem sets consisting of practical exercises. Students will be assigned to present the solutions of the exercises in the computer labor. This is followed by a general discussion of the motivations, intuitions, and analytics of each exercise. Each problem set consists of about five exercises. To solve the exercises, students are free to use any calculator, computer, or software package. However, Stata is highly recommended.
Language English
Study material See CS; plus optional: Adkins, Lee C und R. Carter Hill (2008), Using Stata for Principles of Econometrics, 3rd ed., Wiley.
Changing subject? No
Further information In order to participate in the IC, students need also to enroll in the CS. Please, see the respective prerequisites there.
On-site course
Maximum number of participants 40
Assignment procedure Assignment according to priority