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040122 UK Applied Econometrics 2 (2023S)
Continuous assessment of course work
Labels
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 13.02.2023 09:00 to We 22.02.2023 12:00
- Deregistration possible until Fr 17.03.2023 23:59
Details
max. 60 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Lecture:
Tuesdays (02.05.23-27.06.23): 11:30-13:00; see class information
Thursdays (04.05.23-22.06.23): 13:15-14:45; see class information
Mondays (08.05.23-26.06.23): 08:00-09:30; see class information
- Tuesday 02.05. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 04.05. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 09.05. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 11.05. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 15.05. 09:45 - 11:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 16.05. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 23.05. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 25.05. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 01.06. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 05.06. 09:45 - 11:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 06.06. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 12.06. 09:45 - 11:15 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 13.06. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 15.06. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 20.06. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 22.06. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 26.06. 09:45 - 11:15 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
The assessment consists of the following parts:(i) Three Exams, a 45 min:
Part I, 6. June 2023, (HS 14, 11:30-13:00),
Part II, 27. June 2023 (HS 14, 13:15-14:45);
Part III, 27. June 2023 (HS 14, 13.15-14.45);Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.ii) Take-home assignments. Students have to solve and have to hand in written assignments. They can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.Permitted material for (i): No additional material except a calculator.
Permitted material for (ii): open book, we need a laptop for this exam.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.To pass the course, a minimum level of 50% has to be reached.Rating:
[86%; 100%]: 1.0
[74%; 86%): 2.0
[62%;74%): 3.0
[50%; 62%): 4.0
[0; 50%): 5.0Examination language: Students can do the examinations in English or German, but have to stick to one language.
Part I, 6. June 2023, (HS 14, 11:30-13:00),
Part II, 27. June 2023 (HS 14, 13:15-14:45);
Part III, 27. June 2023 (HS 14, 13.15-14.45);Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.ii) Take-home assignments. Students have to solve and have to hand in written assignments. They can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.Permitted material for (i): No additional material except a calculator.
Permitted material for (ii): open book, we need a laptop for this exam.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.To pass the course, a minimum level of 50% has to be reached.Rating:
[86%; 100%]: 1.0
[74%; 86%): 2.0
[62%;74%): 3.0
[50%; 62%): 4.0
[0; 50%): 5.0Examination language: Students can do the examinations in English or German, but have to stick to one language.
Minimum requirements and assessment criteria
The assessment consists of the following parts:(i) Three Exams, a 45 min:
(i) Three Exams, a 45 min:
Part I, 6. June 2023, (HS 14, 11:30-13:00),
Part II, 27. June 2023 (HS 14, 13:15-14:45);
Part III, 27. June 2023 (HS 14, 13.15-14.45);
Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.ii) Take-home assignments. Students have to solve and have to hand in written assignments. They can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.Permitted material for (i): No additional material except a calculator.
Permitted material for (ii): open book, we need a laptop for this exam.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.To pass the course, a minimum level of 50% has to be reached.Rating:
[86%; 100%]: 1.0
[74%; 86%): 2.0
[62%;74%): 3.0
[50%; 62%): 4.0
[0; 50%): 5.0Examination language: Students can do the examinations in English or German, but have to stick to one language.
(i) Three Exams, a 45 min:
Part I, 6. June 2023, (HS 14, 11:30-13:00),
Part II, 27. June 2023 (HS 14, 13:15-14:45);
Part III, 27. June 2023 (HS 14, 13.15-14.45);
Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.ii) Take-home assignments. Students have to solve and have to hand in written assignments. They can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.Permitted material for (i): No additional material except a calculator.
Permitted material for (ii): open book, we need a laptop for this exam.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%Important: Aside from the three assignments, there will be no additional examination possibilities afterwards.To pass the course, a minimum level of 50% has to be reached.Rating:
[86%; 100%]: 1.0
[74%; 86%): 2.0
[62%;74%): 3.0
[50%; 62%): 4.0
[0; 50%): 5.0Examination language: Students can do the examinations in English or German, but have to stick to one language.
Examination topics
1. Instrumental variables
2. Panel model
3. Models with qualitative variables
2. Panel model
3. Models with qualitative variables
Reading list
Dougherty, C., “Introduction to Econometrics”, 3rd ed., Oxford University Press, 2007.
Franses, P. H., van Dijk, D., and Opschoor, A., “Time Series Models for Business and Economic Forecasting”, 2nd ed., Cambridge University Press, 2014.
Heij, De Boer, Franses, Kloek, and Van Dijk, ''Econometric Methods with Applications in Business and Economics'', Oxford University Press, 2004.
Stock, J.H., Watson, M.W., ''Introduction to Econometrics'', 3rd edition, Pearson, 2012.
Studenmund, A. H. “Using Econometrics”, 6th ed., Pearson, 2011Online Literatur basierend auf R:
Heiss, F., “Using R for Introductory Econometrics”, 2016, http://www.urfie.net
Hanck, C., Arnold, M., Gerber, A., and Schmelzer, M., 2019, https://www.econometrics-with-r.org/index.htmlR Studio Cloud Projekt Link: https://rstudio.cloud/project/950163
Franses, P. H., van Dijk, D., and Opschoor, A., “Time Series Models for Business and Economic Forecasting”, 2nd ed., Cambridge University Press, 2014.
Heij, De Boer, Franses, Kloek, and Van Dijk, ''Econometric Methods with Applications in Business and Economics'', Oxford University Press, 2004.
Stock, J.H., Watson, M.W., ''Introduction to Econometrics'', 3rd edition, Pearson, 2012.
Studenmund, A. H. “Using Econometrics”, 6th ed., Pearson, 2011Online Literatur basierend auf R:
Heiss, F., “Using R for Introductory Econometrics”, 2016, http://www.urfie.net
Hanck, C., Arnold, M., Gerber, A., and Schmelzer, M., 2019, https://www.econometrics-with-r.org/index.htmlR Studio Cloud Projekt Link: https://rstudio.cloud/project/950163
Association in the course directory
Last modified: Mo 26.06.2023 15:46
In an accompanying tutorial, students will deepen the material based on exercises and applications using R.Form of Teaching
The course will be taught in class. All necessary information and possible short-term announcements will be provided through the Moodle site of the course.