Introduction to Econometrics II (22213)
Instructor |
|
|
Lecture
|
|
Prof. Dr. Michael Kvasnicka
|
Tutorial
|
|
M.Sc. Omar Martin Fieles-Ahmad
|
|
Time |
|
|
|
|
Lecture
|
|
Tuesday
Room
|
|
11:00 - 13:00
G22A-211
|
Tutorial
|
|
Thursday
Room
|
|
15:00 - 17:00
G22A-012
|
|
General information about this course can be found at the module description and at the LSF (lecture, tutorial), lecture notes and exercises (uploaded sequentially) at E-Learning.
|
Contents:
- Multiple Regression Analysis with Qualitative Information: Binary Variables
- Heteroskedasticity
- Specification and Data Issues
- Basic Regression Analysis with Time Series Data
- Pooling Cross Sections across Time: Simple Panel Data Methods
- Instrumental Variables Estimation and Two Stage Least Squares
|
References:
Wooldridge, J.M. (2013), Introductory Econometrics. A Modern Approach, 5th international edition, South-Western, Cengage Learning.
|