01-64-0006-vl Methods of Econometrics

Course offering details

Instructors: Prof. Dr. rer. pol. Jens Krüger

Event type: Lecture

Org-unit: Dept. 01 - Law and Economics

Displayed in timetable as: vl_Meth. emp. WF

Subject:

Crediting for:

Hours per week: 2

Language of instruction: German and English

Min. | Max. participants: - | -

Course Contents:


  • advanced linear regression
  • maximum likelihood estimation
  • nonlinear regression
  • instrumental variables
  • method of moments
  • nonparametric regression

Literature:
Davidson, R., MacKinnon, J.G.: Econometric Theory and Methods

Preconditions:
Statistik
Empirische Wirtschaftsforschung
Operations Research

Further Grading Information:
After the courses the students are able to


  • understand the deeper properties of linear regression estimates.
  • understand and apply the maximum likelihood principle.
  • estimate and evaluate nonlinear regressions.
  • conduct instrumental variables, method of moments and nonparametric estimations.

Literature
Appointments
Date From To Room Instructors
1 Tue, 17. Oct. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
2 Tue, 24. Oct. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
3 Tue, 7. Nov. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
4 Tue, 14. Nov. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
5 Tue, 21. Nov. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
6 Tue, 28. Nov. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
7 Tue, 5. Dec. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
8 Tue, 12. Dec. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
9 Tue, 19. Dec. 2017 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
10 Tue, 9. Jan. 2018 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
11 Tue, 16. Jan. 2018 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
12 Tue, 23. Jan. 2018 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
13 Tue, 30. Jan. 2018 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
14 Tue, 6. Feb. 2018 15:20 17:00 S101/A5 Prof. Dr. rer. pol. Jens Krüger
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Instructors
Prof. Dr. rer. pol. Jens Krüger