608.908 (19S) Empirical Economics and Econometrics

Sommersemester 2019

Registration deadline has expired.

First course session
15.03.2019 09:30 - 15:30 B02.2.13 (L.2.2.12) Off Campus
... no further dates known

Overview

Lecturer
Course title german Empirische Wirtschaftsforschung: Empirical Economics and Econometrics
Type Course (continuous assessment course )
Hours per Week 2.0
ECTS credits 4.0
Registrations 3 (25 max.)
Organisational unit
Language of instruction English
possible language(s) of the assessment German , English
Course begins on 15.03.2019
eLearning Go to Moodle course
Remarks (english)

Language: depending on the preferences of the participants, English or German.

Time and place

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Course Information

Teaching methodology including the use of eLearning tools

The morning classes will be devoted to theory, some of the afternoon classes to applying the knowledge acquired to solve simple empirical problems using econometric software (hands-on sessions at the PC). Attendance throughout the entire course is compulsory.

Course content

Introduction to empirical economics

1.  Economic data

2.  The classical linear regression model

3.  Extensions: multicollinearity, heteroskedasticity, autocorrelation, misspecification

4.  Extensions: dummy variables, dynamic models, simultaneous equation models

5.  Time series models

Depending on the participants’ prior knowledge and interests, the topics and schedule maybe adapted to their needs.

Prior knowledge expected

Working knowledge of the English language; basic knowledge of economics; some mathematics (basics of calculus and elementary probability and statistics) desirable: Some knowledge of intermediate economics and/or quantitative management.

Literature

Dimitrios Asteriou, Stephen G. Hall, Applied Econometrics. 3rd ed., Palgrave Macmillan 2016. It is recommended that prospective participants buy the book and have alook at the student companion website (http://www.palgrave.com/asteriou-hall-3).

Examination information

Im Fall von online durchgeführten Prüfungen sind die Standards zu beachten, die die technischen Geräte der Studierenden erfüllen müssen, um an diesen Prüfungen teilnehmen zu können.

Examination methodology

Please refer to the description in the moodle course.

Assessment criteria / Standards of assessment for examinations

Written seminar paper on an individual topic (80 %).

Execution of some exercises in the hands-on sessions (10 %).

Positive assessment of the participation in the discussions (10 %).

Regular attendance (see above).

Grading scheme

Grade / Grade grading scheme

Position in the curriculum

  • Master's degree programme Applied Business Administration (SKZ: 918, Version: 12W.4)
    • Subject: Freie Wahlfächer (Optional subject)
      • Freie Wahlfächer ( 0.0h XX / 6.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)
  • Thematic Doctoral Programme Entrepreneurship, Innovation and Economic Development (SKZ: ---, Version: 16W.1)
    • Subject: Entrepreneurship, Innovation and Economic Development (Compulsory subject)
      • Entrepreneurship, Innovation and Economic Development ( 0.0h XX / 0.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)
  • Thematic Doctoral Programme Modeling, Simulation and Optimization in Business and Economics (SKZ: ---, Version: 16W.2)
    • Subject: Modelling, Simulation, Optimization in Business and Economics (Compulsory subject)
      • Modelling, Simulation, Optimization in Business and Economics ( 0.0h XX / 0.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)
  • Master's degree programme Business and Law (SKZ: 909, Version: 12W.4)
    • Subject: Freie Wahlfächer (Optional subject)
      • Freie Wahlfächer ( 0.0h XX / 6.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Social and Economic Sciences (SKZ: 300, Version: 18W.1)
    • Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 80.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Social and Economic Sciences (SKZ: 300, Version: 12W.4)
    • Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 40.0h XX / 80.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Social and Economic Sciences (SKZ: 784, Version: 12W.4)
    • Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 40.0h XX / 80.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Social and Economic Sciences (SKZ: 784, Version: 09W.2)
    • Subject: Lehrveranstaltungen auf postgradualem Niveau (Compulsory subject)
      • Lehrveranstaltungen auf postgradualem Niveau ( 6.0h SE / 0.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Social and Economic Sciences (SKZ: 784, Version: 09W.2)
    • Subject: Spezielle Lehrveranstaltungen (Compulsory subject)
      • Spezielle Lehrveranstaltungen ( 6.0h LV / 0.0 ECTS)
        • 608.908 Empirical Economics and Econometrics (2.0h KS / 4.0 ECTS)

Equivalent courses for counting the examination attempts

This course is not assigned to a sequence of equivalent courses