Lehrveranstaltungen Wintersemester 2018/19: Bachelor  

Applied Econometrics

Syllabus

Lecture

Lecturer: Prof. Dr. Bernd Süßmuth
Time: Thu, 09.15 - 10.45h
Classroom: Seminar room 13
Start: October 18, 2018
Language of instruction: English

Lecture slides, part 1

Lecture slides, part 2

Lecture slides, part 3

Lecture slides, part 4

Lecture slides, part 5

Lecture slides, part 6

Tutorial

Lecturer: Frank Simmen
Time: Wed, 11.15 - 12.45h
Classroom: Computer pool 3
Start: October 24, 2018
Language of instruction: English

Schedule

Training material:

Lab Session 1 -- Introducing Stata

Lab Session 2 -- OLS

Lab Session 3 -- Endogenous Regressors

Lab Session 4 -- Linear Panel Data Models

Lab Session 5 -- Data management

Lab Session 6 -- Probit model

Lab Session 7 -- ARIMA and distributed lag models

Lab Session 8 -- (G)ARCH models

Lab Session 9 -- VAR models

Supplementary material:

Coefficient interpretation

Matrix operations

Statistical tables

Acess to Stata via VMWare

Useful Stata commands


letzte Änderung: 05.02.2019