The main objective of this course is to give students a detailed introduction to econometrics from an applied perspective. The course covers the fundamentals of econometrics, in particular regression analysis and how to apply econometrics to real-world problems. It builds on introductory courses in mathematics and statistics, drawing on a number of examples using various data sets. The focus is on understanding and interpreting the assumptions of the methods in light of actual empirical applications. Students will learn the Stata software package in class and discuss economic examples using real data.
1. The Nature of Econometrics and Economic Data
2. The Simple Regression Model
3. Multiple Regression Analysis: Estimation
4. Multiple Regression Analysis: Inference
5. Multiple Regression Analysis: OLS Asymptotics
6. Multiple Regression Analysis: Further Issues
7. Multiple Regression Analysis with Qualitative Information: Binary Variables
The lecture will be taught in German. The lecture notes and the literature are in English.
Studierende der Sozialökonomie
Fundierte Kenntnisse des Linearen Regressionsmodels.