Registration for the Lecture
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Students have to sign in for this course in HISinOne. The registration in ILIAS will be carried out automatically.
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| 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.
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| ILIAS |
If you sign up for this course in HISinOne, you will automatically join the ILIAS class. Else, you need to request to join.
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| Instructor |
Prof. Dr. Winfried Pohlmeier |
| Lectures |
- 18.12.2023: 14:15-15:45, HS 1228, KG I
- 18.12.2023: 16:15-17:45, HS 1228, KG I
- 19.12.2023: 08:15-09:45, HS 1132, KG I
- 19.12.2023: 14:15-15:45, R. 01 014 Wilhelmstr. 26
- 08.01.2024: 11:15-12:45, HS 1132, KG I
- 08.01.2024: 16:15-17:45, HS 1016, KG I
- 09.01.2024: 08:15-09:45, HS 1132, KG I
- 09.01.2024: 10:15-11:45, HS 1132, KG I
- 29.01.2024: 14:15-15:45, HS 1132, KG I
- 29.01.2024: 16:15-17:45, HS 1132, KG I
- 30.01.2024: 08:15-09:45, HS 1132, KG I
- 30.01.2024: 10:15-11:45, HS 1132, KG I
- 30.01.2024: 14:15-15:45, HS 1132, KG I
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| Language |
English
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| Credits |
4 ECTS
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| Requirements |
Statistics, Mathematics, Econometrics (the level of Intermediate Econometrics)
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| Qualification Target |
This course aims at endowing students with advanced knowledge in eco-
nometric techniques necessary for sound empirical analyses.
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| Contents
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The course builds up on the course Intermediate Econometrics and provides deeper knowledge on econometric fundamental concepts and on the econometric techniques related to estimation theory (GMM, nonparametrics, computerintensive methods), model selection and causality. Thus, the course provides students with the necessary theoretical background in undergoing elaborate empirical research in economics, but also in other fields. The exercise sessions cover theoretical exercises and empirical applications by using the programming language R. |
| Main References |
- Gourieroux, C. and A. Monfort (1995): Statistics and Econometric Models, Vol. 1 and 2, Cambridge University Press.
- Hamilton (1994): Time Series Analysis, Princeton University Press.
- Hansen, B. (2022): Econometrics, Princeton University Press.
- Hansen, B. (2022): Probability and Statistics for Economists, Princeton University Press.
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| Grading |
- 100% final written exam (90 minutes)
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| Exam |
- Date and starting time: Wednesday, February, 14, 2024, 3 p.m., Seminar room 01012, Rempartstr. 16, 1. OG
- A separate registration is mandatory for the exam! Period for registration and deregistration: 18.12.23 - 18.01.24
- Please find further details on the examination office's homepage.
- The exam will be in presence. In the exam you may use a non-programmable calculator, a hard copy of a German-English dictionary book and a one-sided A4 hand-written cheat sheet.
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| Retake Exam |
- Date and starting time: Thursday, July 18, 2024, 5 p.m., Seminar room 02012, Rempartstr. 16, 2. OG
- A separate registration is mandatory for the exam! Period for registration and deregistration: tba
- Please find further details on the examination office's homepage.
- The exam will be in presence. In the exam you may use a non-programmable calculator, a hard copy of a German-English dictionary book and a one-sided A4 hand-written cheat sheet.
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| Target Group |
The course can be chosen as an elective 4 ECTS course in:
- M.Sc. VWL (Accounting, Finance and Taxation / Business Analytics / Constitutional Economics and Competition Policy / Empirical Economics / Network Economics and IT Risk Management)
- M.Sc. BWL (Volkswirtschaftslehre / Quantitative Methoden / Wirtschaftsinformatik)
- M.Sc. in Economics (Economics and Politics / Finance / Information Systems and Network Economics)
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