| Kommentar |
Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, maximum likelihood estimation and likelihood based testing, nonlinear regression models, stochastic regressors, instrumental variable estimation, (generalized) method of moments.
Schätzen und Testen im allgemeinen linearen Modell, verallgemeinerte Kleinste-Quadrateschätzung, asymptotische Theorie, Maximum-Likelihood-Schätzung und Likelihood-basierte Tests, nichtlineare Regressionsmodelle, stochastische Regressoren, Instrumentalvariablenschätzung, (verallgemeinerte) Momentenmethode.
Part of the course are four ungraded homework-exercises (not applicable for the master's degree in statistics). |
| Literatur |
Davidson, R. and MacKinnon, J.G. (2004): Econometric Theory and Methods, Oxford University Press.
Hayashi, F. (2000): Econometrics, Princeton University Press. |
