Inhalt

[ 551OKME14 ] Subject Econometrics

Versionsauswahl
Workload Mode of examination Education level Study areas Responsible person Coordinating university
12 ECTS Accumulative subject examination B2 - Bachelor's programme 2. year Statistics Helga Wagner Johannes Kepler University Linz
Detailed information
Original study plan Bachelor's programme Statistics 2015W
Objectives Students know methods for regression analysis of cross section and time series data. Students are familiar with theoretical fundaments as well as practical techniques for data analysis.
Subject simple and multiple linear regression: model, least squares estimation, residual analysis

regression models for binary, categorical and count data: link function, parameter estimation and hypothesis test, model choice, assessing model fit

statistical modelling of time series data: exponential smoothing, ARIMA models, GARCH models

Subordinated subjects, modules and lectures