Nr. | LV-Typ(en) | LV-Titel | |
5268 | PI | Econometrics II
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. |
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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. |
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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). |
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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.
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Leistung(en) für eine Beurteilung: | ||
Attendance is mandatory.
Grading scheme: 1: 72 – ∞ 2: 64 – 71.99 3: 56 – 63.99 4: 48 – 55.99 5: 00 – 47.99
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