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040122 UK Applied Econometrics 2 (2024S)
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 12.02.2024 09:00 to We 21.02.2024 12:00
- Deregistration possible until We 15.05.2024 23:59
Details
max. 60 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 07.05. 13:15 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 14.05. 13:15 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 21.05. 13:15 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 23.05. 13:15 - 14:45 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 28.05. 13:15 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 04.06. 13:15 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 06.06. 13:15 - 14:45 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 11.06. 13:15 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 13.06. 13:15 - 14:45 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 18.06. 13:15 - 16:30 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 20.06. 13:15 - 14:45 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 25.06. 13:15 - 14:45 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 27.06. 13:15 - 14:45 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
Assessment
The assessment consists of the following parts:(i) Three Exams, a 45 min:
Part I, June 4, 2024, (HS 1, 13:15-14:00), on the correspond. topics covered in the course.
Part II, June 25, 2024 (HS 1 13:15-14:00); on the corresponding topics covered in the course.
Part III, June 27, 2024 (HS 4, 13:15-14:00); on R.Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.For the Exam the Moodle system will be used. Hence, it is necessary to have your laptops with you!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. Solved exercises have to be uploaded to the Moodle system before the start of the exercise part on Tuesday, no matter whether you choose to attend the exercise part Tuesday or on Thursday.Necessary material for (i-iii): you need a laptop, for all exams moodle will be used.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%
iii) Extra points for class room participation in the “exercise block”, 3% per participation.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.
The assessment consists of the following parts:(i) Three Exams, a 45 min:
Part I, June 4, 2024, (HS 1, 13:15-14:00), on the correspond. topics covered in the course.
Part II, June 25, 2024 (HS 1 13:15-14:00); on the corresponding topics covered in the course.
Part III, June 27, 2024 (HS 4, 13:15-14:00); on R.Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.For the Exam the Moodle system will be used. Hence, it is necessary to have your laptops with you!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. Solved exercises have to be uploaded to the Moodle system before the start of the exercise part on Tuesday, no matter whether you choose to attend the exercise part Tuesday or on Thursday.Necessary material for (i-iii): you need a laptop, for all exams moodle will be used.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%
iii) Extra points for class room participation in the “exercise block”, 3% per participation.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.
Minimum requirements and assessment criteria
Assessment
The assessment consists of the following parts:(i) Three Exams, a 45 min:
Part I, June 4, 2024, (HS 1, 13:15-14:00), on the correspond. topics covered in the course.
Part II, June 25, 2024 (HS 1 13:15-14:00); on the corresponding topics covered in the course.
Part III, June 27, 2024 (HS 4, 13:15-14:00); on R.Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.For the Exam the Moodle system will be used. Hence, it is necessary to have your laptops with you!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. Solved exercises have to be uploaded to the Moodle system before the start of the exercise part on Tuesday, no matter whether you choose to attend the exercise part Tuesday or on Thursday.Necessary material for (i-iii): you need a laptop, for all exams moodle will be used.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%
iii) Extra points for class room participation in the “exercise block”, 3% per participation.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.
The assessment consists of the following parts:(i) Three Exams, a 45 min:
Part I, June 4, 2024, (HS 1, 13:15-14:00), on the correspond. topics covered in the course.
Part II, June 25, 2024 (HS 1 13:15-14:00); on the corresponding topics covered in the course.
Part III, June 27, 2024 (HS 4, 13:15-14:00); on R.Questions can consist of multiple-choice questions, analytical derivations and interpretations of empirical results.For the Exam the Moodle system will be used. Hence, it is necessary to have your laptops with you!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. Solved exercises have to be uploaded to the Moodle system before the start of the exercise part on Tuesday, no matter whether you choose to attend the exercise part Tuesday or on Thursday.Necessary material for (i-iii): you need a laptop, for all exams moodle will be used.Grading:
For the final grade the individual assignments count as follows:
i) Three exams: 75%, 25% each
ii) Assignments: 25%
iii) Extra points for class room participation in the “exercise block”, 3% per participation.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.
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: We 31.07.2024 11:25
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.