Intermediate Econometrics
The inspection for the Intermediate Econometrics exam will take place on Tuesday 22 April 2024 from 10:00 until 10:45 in room 01012, Rempartstr. 16, 1st floor. Prior registration on Ilias is necessary. For further questions you may contact jasper.rennspies@vwl.uni-freiburg.de.
By request, we will offer an additional exam inspection for the Intermediate Econometrics exam from February 11 on Monday March 31 from 10:30 till 11:00 in the Institute of Economics, Rempartstraße 16, 1st floor, Room 01 012.
To attend, book a slot of 15 minutes on the ILIAS page of the course Intermediate Econometrics (WiSe 24/25) under "Exam Inspection Intermediate Econometrics WiSe 2024-2025 (Additional)".
Please bring with you an ID with a photo and a student card with your matriculation number. It is not allowed to take any kind of pictures during the inspection.
The teaching for this course will begin on October 14, 2024.
As specified below, the course is compulsory for students writing the exam for 6 ECTS points (Master VWL) starting (most probably) with week 5 (November 11, 2024).
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! |
ILIAS | In ILIAS, the course can be accessed without a password until October 21, 2024, 08:59 a.m. Starting with October 21, 2024, 9:00 a.m., a password will be required in order to access the course material as well as the updates and relevant information in ILIAS. The password will be sent to all registered students via ILIAS on October 21, 2024 at 9:00 a.m. |
Instructors |
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Language |
English
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Lectures |
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Exercise Sessions |
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Additional Tutorial |
The additional tutorial takes place on Friday from 8:30 to 10:00 in R3 Peterhof, starting in the second week of the semester on October 25, 2024. 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! It takes place as a Q&A session. You can also participate online through BBB in ILIAS. Please let the instructor in advance know if you need a BBB appointment. |
Credits |
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Work Load |
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Requirements |
Knowledge of mathematics, statistics, probability theory and inference and hypotheses testing (as taught in any standard 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 course is divided in two parts:
Part I including both lectures and exercise sessions consists of a review of the methods taught in the statistics and econometrics courses in the Bachelor of Science in Volkswirtschaftslehre (Economics) including the bivariate regression analysis. Part I is mandatory for the 10 ECTS students, but not for the 6 ECTS students. Part II includes advanced topics, such as: functional forms, heteroskedasticity, instrumental variables, asymptotic theory of OLS and quantal response models, will be covered. Part II is compulsory for both students writing the exam for 10 ECTS points (Master in Economics) and students writing the 6 ECTS points (Master VWL). |
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). |