Intermediate Econometrics
Update 10 March 2023:The inspection for the Intermediate Econometrics exam will take place on Monday 17 April 2023 from 12:00 until 13:00 in room 01012, Rempartstr. 16, 1st floor. Prior registration on Ilias is necessary. For further questions you may contact jasper.dumdummymyrennspies@vwl.uni-dudummymmyfreiburg.de.
Update 31 August 2022: The inspection for the Intermediate Econometrics exam will take place on Thursday 20 October from 9:00 until 11:00 in room 01012, Rempartstr. 16, 1st floor. Prior registration on Ilias is necessary. For further questions you may contact jasper.dumdummymyrennspies@vwl.uni-dudummymmyfreiburg.de.
Update 28 July 2022 regarding the exam on 3 August 2022: The room for the 6 ECTS exam has been changed! The exam will take place in HS 1199. The 10 ECTS exam will take place in HS 1010, as it has been already announced.
The teaching for this course will begin on April 25, 2022. The teaching is in presence, however the lectures and one exercise session will be livestreamed through Panopto in ILIAS. More information below.
Corona | Information regarding the Corona rules at the University of Freiburg can be found here. |
Registration for the Lecture | Students have to sign in for this course in HISinOne. The registration in ILIAS will be carried out automatically. |
Registration for the Exam | Please note that the registration for the lecture does not automatically mean that you are registered for the exam! A separate registration for the exam is mandatory! You can find the current examination dates as well as further information on the registration for the examination as well as the deadlines for registration and deregistration of the examinations on the homepage of the examination office. |
ILIAS | In ILIAS, the course can be accessed without a password until May 2, 2022, 08:59 am. Starting with May 2, 2022, 9:00 am, a password will be required in order to access the course material, the recorded videos of lectures and exercises sessions as well as the updates and relevant information in ILIAS. The password will be sent to all registered students via ILIAS on May 2, 2022 at 9:00 am. |
Instructors |
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Language |
English
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Lectures |
The livestreaming of the lectures is through Panopto in ILIAS. Please follow in ILIAS the path: Livestreaming/Lectures. The lecture originally planned for Tuesday 31.05 will be moved to Friday 03.06 from 8:30-10:00 am, HS 1010 in Kollegiengebäude 1. No lectures take place on Monday 13.06 and Tuesday 14.06. |
Exercise Sessions |
The exercise sessions include theoretical and computer sessions. The theoretical exercise sessions are offered in exchange with the computer sessions. The computer sessions take place in weeks 6 and 8 see more information below. The theoretical exercise sessions take place
The livestreaming of the theoretical exercise session on Monday is through Panopto in ILIAS. Please follow in ILIAS the path: Livestreaming/Exercise sessions. The computer sessions take place in PC Pool 3, Werthmannstraße 4 in the following weeks:
The computer sessions on Monday are livestreamed through Zoom instead of Panopto. The link for the Zoom-meeting is posted on ILIAS. If you participate on site to the exercise sessions, due to the limited number of places available, you need to be registered in HISinOne for a group. You need to register separately for a group for the theoretical sessions and for a group for the computer sessions in HISinOne. On 13.06, 14.06 and 15.06 there are no exercise sessions. |
Additional Tutorial |
The additional tutorial is offered Thursdays from 14:00 to 16:00 pm, HS 1019, Kollegiengebäude I, starting in the second week of the semester on May 5, 2022. It is intented for students who have questions about the material covered in the lecture, especially for students who did not have a proper introduction to econometrics in their Bachelor studies or who have a hard time following the lecture(r). No new material (not yet covered in lectures and exercise sessions) will be presented / discussed! |
Credits |
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Work Load |
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Requirements |
Knowledge of mathematics and statistics as taught in the bachelor program in economics.
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Qualification Target |
This course aims at providing students with the basic tools in undergoing empirical research on their own. Upon successful completion of this course, students should be acquainted with the fundamentals of regression analysis and with its strengths and limitations. Moreover, they should be able to apply econometric tools and software to real economic problems and to thoroughly understand and critically interpret empirical findings.
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Contents |
The course covers the fundamentals of multiple linear regression analysis applied to cross sectional and time series data with emphasis on both theoretical foundations and empirical applications. The course also covers some selected topics in advanced econometrics.
The first two parts of the course involve a review of the methods taught in the statistics and econometrics courses in the Bachelor of Science in Volkswirtschaftslehre (Economics), as well as some advanced topics in regression analysis. This part is mandatory for all students. In the third part, some further advanced topics will be covered. This part is compulsory only for students writing the exam for 10 ECTS points (Master in Economics).
Besides lectures, the course entails theoretical and computer exercise sessions. While the theoretical exercise sessions aim at understanding and deepening the theoretical concepts, the computer exercise sessions aim at providing students with practical skills in undergoing empirical work by using R. The computer sessions are offered in exchange with the theoretical exercise sessions. |
Main References | Introductory Literature
Additional Literature
VPN access is required for the eBooks. Further references will be given throughout the course. |
Exam |
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Retake Exam |
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Grading |
100% final exam
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Target Group | The course is a compulsory 10 ECTS course in the first year of the Master in Economics and a compulsory 6 ECTS course in the first year of the M.Sc. VWL. It can be chosen as an elective 6 ECTS course in the M.Sc. BWL (Quantitative Methoden). |