Intermediate Econometrics
Current information (28.11.2011)
- The exam review in Intermediate Econometrics will take place on Thursday, 1. December 2011, from 14 to 15 o'clock in room 2307.
Instructor (Lecture): | Dr. Markus Haas |
Office hours: | Tue 10:00-12:00, room 2303 |
Instructors (Exersice sessions): | Marina Furdas, Chenyu Fang, |
Lectures:
| Mo., 16:15-17:45, HS 2121 |
Exercise Sessions: | Tue., 14:15-15:45, HS 3118 or PC pool Wed., 08:30-10:00, PC pool (takes place only if the exercise session is a PC tutorial) |
Additional IMP Tutorials:
| General: Thu., 16:00-18:00, HS 1016 or PC Pool NBS: Fr., 14:00-16:00, HS 1032 or PC Pool |
Language: | The course is taught in English. |
Credit points | 10 |
Final exam Retake exam | Tuesday, 9. August, 9-11 a.m., room AM Thursday, 20. October, 17:00, room 1098 |
Course Description:
This course is a required course in the first year of the integrated master programs. It provides an up-to-date introduction into econometric methods for the analysis of cross-sectional data and time series data at the Master level. The course will focus on linear regression methods and involves an intuitive and applied presentation of applied econometrics with reference to economic examples used in the literature. The lecture is accompanied by a weekly exercise session. In the exercise sessions, the participants will focus on the discussion and solution of different theoretical examples and will practice the use of various methods using the econometric package TSP for some real world economic problems. Prerequisites are knowledge in Mathematical Statistics as well as basic knowledge in matrix algebra and probability theory.
More information you will find here.
Note: Exercise sessions and additional tutorials start in the second week of the semester.
Old exams
- Course Applied Econometrics (SS 2010). Here
Course Materials (Lecture)
- Updated version of the Review of Matrix Algebra
- Lecture slides: The Simple Linear Regression Model
- Lecture slides: The Multiple Regression Model, Partitioned Regression
- Lecture slides: Interval Estimation and Hypothesis Testing I (updated version)
- Lecture slides: Interval Estimation and Hypothesis Testing II
- Lecture slides: OLS Asymptotics (updated)
- Lecture slides: Multiple Regression with Qualitative Information
- Lecture slides: Heteroskedasticity
- Lecture slides: Maximum Likelihood Estimation
- Lecture slides: Probit and Logit
Course Materials (Exercise Session)
- Time plan for exercise sessions. Here
- Exercise Session Problem Set 1
- Exercise Session Problem Set 2
- Exercise Session Problem Set 3
- Exercise Session Problem Set 4
- Exercise Session Problem Set 5 (PC Pool)
- Exercise Session Problem Set 6
- Exercise Session Problem Set 7 (PC Pool)
- Exercise Session Problem Set 8
- Exercise Session Problem Set 9 (PC Pool)
- Exercise Session Problem Set 10
- Exercise Session Problem Set 11 (PC Pool)
- Exercise Session Problem Set 12 (PC Pool)
Foundations for using TSP
- TSP User's Guide
- TSP Reference Manual
- Installation of TSP 5.0 under 64bit, also Note from TSP Homepage
Course Materials (Addtional Tutorial)