Advanced Topics in Econometrics
Due to the corona pandemic, the teaching of this course for the Winter Semester 2020/21 will begin on November 2, 2020 and it will be offered exclusively in digital form, i.e. the lectures and the exercise sessions will be recorded and uploaded on ILIAS.
Registration |
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 November 9, 2020, 08:59 am. Starting with November 9, 2020, 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 November 9, 2020 at 9:00 am. |
Instructors |
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Language |
English |
Exercise Sessions |
The exercise sessions include theoretical and computer sessions. The computer sessions are offered in exchange with the theoretical exercise sessions. |
Credits |
6 ECTS |
Requirements |
Statistics, Mathematics, Econometrics (the level of Intermediate Econometrics) |
Qualification Target |
This course aims at endowing students with advanced knowledge in econometric techniques necessary for sound empirical analyses. |
Contents |
The course builds up on the course Intermediate Econometrics and provides deeper knowledge on econometric fundamental concepts and on the econometric techniques related to non-linear modelling and estimation (such as maximum likelihood, generalized method of moments, non-parametric techniques, Monte Carlo simulations, bootstrapping, Kalman filter, etc.). 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 Python. |
Main References |
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Exam |
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Grading |
100% final exam (90 minutes) |
Target Group |
The course can be chosen as an elective 6 ECTS course in:
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