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Nr. LV-Typ(en) LV-Titel
5268 PI Econometrics II Präsenz-Modus
Anmeldung über LPIS
vom 15.02.2024 14:00 bis 21.02.2024 23:59
Abmeldung über LPIS
vom 15.02.2024 14:00 bis 03.03.2024 23:59

LV-Leiter/in Jan Greve, M.Sc.
Planpunkte Bachelor Ökonometrie II
Wahlfach Kurs II - Ökonometrie
Course IV - Economics Core
Semesterstunden 2
Unterrichtssprache Englisch

Termine
Mi, 06.03.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Mi, 13.03.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Mi, 20.03.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Mi, 10.04.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Mi, 17.04.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Mi, 24.04.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Mi, 08.05.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Mi, 15.05.2024 09:00-11:00 Uhr D3.0.225 (Lageplan)
Mi, 22.05.2024 08:30-10:30 Uhr TC.4.27 (Lageplan)
Di, 28.05.2024 08:00-10:30 Uhr P TC.1.01 OeNB (Lageplan)
Mi, 05.06.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Mi, 12.06.2024 09:30-11:30 Uhr D4.0.022 (Lageplan)
Termindownload (ical) | Termine abonnieren

Weitere Informationen https://learn.wu.ac.at/vvz/24s/5268

Kontakt:
jan.greve@wu.ac.at
Inhalte der LV:

This course covers econometrics methods beyond linear models. We discuss time series data with a focus on stationarity and non-stationarity. ARMA and ARIMA models are introduced and their application to estimation and forecasting is being illustrated. In the second part of the course, we cover limited dependent variable models (logit and probit models) as well as count data regression. If time allows, we also look into instrumental variables regression as a means to deal with endogeneity.


Lernergebnisse (Learning Outcomes):

After this course, students are able to critically discuss empirical studies using the econometric methods covered in this course. Moreover, students can independently conduct their own analyses of economic data.


Regelung zur Anwesenheit:

For this lecture participation is obligatory. Students are allowed to miss a maximum of 20% (no matter if excused or not excused).

Lehr-/Lerndesign:

In-class, content is presented using the whiteboard and presentation slides. Moreover, the methods are illustrated via case studies using R. To ensure the in-depth applicability of the material presented, the students will work in groups on three extensive case studies and on a project.

The solutions must be handed in in form of written reports. The project will be presented in form of an oral presentation during the last two lectures.

 

 

Leistung(en) für eine Beurteilung:
The assessment is based on 5 components:
 
(1) Case Study 1(10 points)
(2) Case Study 2 (10 points)
(3) Case Study 3 (10 points)
(4) Final exam (30 points)
(5) Final Presentation ( 20 points)

Attendance is mandatory.

 

Grading scheme:

1: 72 – ∞

2: 64 – 71.99

3: 56 – 63.99

4: 48 – 55.99

5: 00 – 47.99

 

Zuletzt bearbeitet: 23.10.2023 13:26

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