Inhalt
| Kommentar |
This course provides a rigorous review of basic linear regression and techniques both for cross-sectional and panel applications. The course then covers further topics which are important in applied econometric analysis based on individual level data and longitudinal data. These topics include a discussion of the asymptotic theory for nonlinear estimation techniques (MLE, Nonlinear Least Squares), discrete choice models, limited dependent variables models, and linear quantile regressions. The course provides an up-to-date treatment at the level of Wooldridge's textbook on “Econometric Analysis of Cross Section and Panel Data”. The course will regularly discuss the causal interpretation of econometric estimates. The focus of the course is both on understanding the methodological concepts and on how to apply them. Students will learn to implement the estimation methods using the econometric package Stata. |
| Literatur |
Wooldridge, J. M. (2010): Econometric Analysis of Cross Section and Panel Data. 2nd edition, Cambridge, MA: MIT Press (see also: http://mitpress.mit.edu/books/econometric-analysis-cross-section-and-panel-data ). Further reading recommendations you will get during the lecture. |
| Bemerkung |
StO/PO MA 2005 - 2010: 6 LP, Modul: "Advanced Econometrics"
StO/PO MA 2016: 6 LP, Modul: "Advanced Econometrics"
StO/PO MEMS 2016: 6 LP, Modul: "Advanced Econometrics", Major: Quantitative Methods |
| Prüfung |
Written exam (90 min) |
