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040109 UK Linear Models 2 (2022S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften

Continuous assessment of course work

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Registration is open from Mo 07.02.2022 09:00 to Mo 21.02.2022 12:00
Registration is open from Th 24.02.2022 09:00 to Fr 25.02.2022 12:00
Deregistration possible until Th 31.03.2022 23:59

Details

max. 50 participants

Language: German

Lecturers

Benedikt Pötscher

Classes (iCal) - next class is marked with N

Monday 07.03. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 14.03. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 21.03. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 28.03. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 04.04. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 25.04. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 02.05. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 09.05. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 16.05. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 23.05. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 30.05. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 13.06. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 20.06. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 27.06. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Stochastic regressors, Maximum likelihood, Generalized least squares, feasible generalized least squares, Cochrane-Orcutt, Prais-Winsten, tests for heteroscedasticity and autocorrelation, Durbin-Watson test, seemingly unrelated regressions, dynamic regression models, basics of large sample theory, simultaneous equations systems.

Assessment and permitted materials

Midterm und Final, beide gleich gewichtet.
Zu erreichen sind maximal 60 Punkte, für eine positive Note sind mhr als 30 Punkter erforderlich. Keine Hilfsmittel erlaubt.

Minimum requirements and assessment criteria

Midterm und Final, beide gleich gewichtet.
Zu erreichen sind maximal 60 Punkte, für eine positive Note sind mehr als 30 Punkter erforderlich.

Examination topics

Gesamter Stoff des UK

Reading list

Johnston, J. Econometric Methods, (3rd edition), 1984.

Baltagi, B.H. Econometrics, Springer-Verlag, 1998.
Davidson, R. MacKinnon, J.G. Estimation and Inference in Econometrics, Oxford University Press, 1993.
Greene, W.H. Econometric Analysis, MacMillan, 1990.
Maddala,G.S. Econometrics, McGraw-Hill, 1977.
Maddala,G.S. Introduction to Econometrics, MacMillan, 1988.
Judge,G., Hill,R., Griffiths,W., Luetkepohl,H., Lee,T. Introduction to the Theory and Practice of Econometrics, Wiley&Sons, (2nd edition), 1985.
Theil,H. Principles of Econometrics, Wiley&Sons, 1971.
Kelejian,H., Oates,W., Introduction to Econometrics, (3rd edition),
Harper&Row, 1989.
Pötscher,B.M., Prucha,I.R., Basic Elements of Asymptotic Theory, in: Companion in Theoretical Econometrics, B.Baltagi (ed), Blackwell Publ., 2000.
Ruud, P. An Introduction to Classical Econometrics, Oxford Univ. Press, 2000.
Schmidt, P. Econometrics, M.Dekkker, 1976.
Schoenfeld, P. Methoden der Oekonometrie, Bd.1&2.

Association in the course directory

Last modified: Th 03.03.2022 15:47