Universität Wien
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040065 UK Reading Group in Applied Econometrics (MA) (2014W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").

Details

max. 30 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

  • Donnerstag 02.10. 13:15 - 14:45 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Donnerstag 23.10. 13:15 - 14:45 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Freitag 24.10. 11:30 - 13:00 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Donnerstag 30.10. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Donnerstag 06.11. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Freitag 07.11. 13:15 - 14:45 Studierzone
  • Donnerstag 13.11. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Freitag 14.11. 11:30 - 13:00 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Donnerstag 20.11. 13:15 - 14:45 Studierzone
  • Donnerstag 11.12. 13:15 - 14:45 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Freitag 12.12. 13:15 - 14:45 Studierzone
  • Donnerstag 15.01. 13:15 - 14:45 Studierzone

Information

Ziele, Inhalte und Methode der Lehrveranstaltung

The course covers several topics in applied econometrics such as
- SVAR, cointegration, DSGE models
- instrumental variables, binary choice models, program evaluation
- panel models
- nonparametric estimation
- theory based empirical models (e.g. equilibrium job search models)
- financial econometrics
The course proceeds by presenting and discussing academic papers covering these topics. For this, the student will have to read text books in order to better understand the theory. All students are expected to read and understand all presented articles. The final list of the articles will be determined in the first class (and can take into account students' interest).

Art der Leistungskontrolle und erlaubte Hilfsmittel

The evaluation consists of three components:
- Presentation of an academic paper covering both theory and empirical application (45%),
- Discussion of other presented papers (25%),
- Final quiz testing the overall understanding of the presented papers (30%)

Dropping the course without a grade is possible until October 30 but before the own presentation. Passing the course requires at least 50% of the maximum achievable points.

Mindestanforderungen und Beurteilungsmaßstab

The course aims at providing the students with the ability to apply econometric methods to read and understand academic articles.
By the end of the course, students are expected to have acquired the skills to critically read and understand academic articles. The course should prove in particular useful to those students interested in writing a Master thesis in any applied field.

Prüfungsstoff

The course comprises of 1 lecture of 1,5h per week (Note that in several weeks there are two classes and in some weeks there is none).
Each class, one (or two, depending on class size) student presents a paper covering the theory and the empirical application of the article.
All students have to read the papers before and discuss them in class.
In the last class there will be a quiz to evaluate the students' overall understanding of the papers.

Literatur

The book used for the Microeconometrics and Macroeconometrics course at University Vienna:
Verbeek: A Guide to Modern Econometrics (Wiley, 4th edition)
Chapters 5,6,7,8,9,10.1-10.6.
Several academic papers (list still to be announced)

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Mo 07.09.2020 15:28