Inhalt

[ 2VTMOEKK2 ] KS Econometrics II

Versionsauswahl
Es ist eine neuere Version 2016W dieser LV im Curriculum Master's programme Management and Applied Economics 2016W vorhanden.
(*) Unfortunately this information is not available in english.
Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS D - Diploma programme Economics René Böheim 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Diploma programme (*)Wirtschaftswissenschaften 2009W
Objectives The course's goal is to provide students with an understanding of advanced econometric models and to enable them to deal with empircal work in a critical manner. The methods taught will provide students with a clear idea on how to undertake their own empirical projects (e.g., Master's thesis) and on how to critically assess empirical research. The course examines econometric models and discusses in detail specification, identification, and estimation techniques.
Subject Instrumental Variables (IV), Two Stage Least Squares (2SLS) estimation, Simultaneous Equations Models (SEM), Panel Data
Criteria for evaluation two exams, problem sets, class participation
Methods Presentation
Language English
Study material Wooldridge, Jeffrey M. (2003, 2006 or 2009), Introductory Econometrics: A Modern Approach, 4th Edition, South Western College Publishing, Mason (Ohio).
Selected articles from scientific journals (see course's webpage).
Changing subject? Yes
On-site course
Maximum number of participants 200
Assignment procedure Assignment according to priority