Allgemeine Informationen
Veranstaltungsname | Vorlesung: 35550 Topics in Applied Econometrics |
Untertitel | |
Veranstaltungsnummer | 35550 |
Semester | SoSe 24 |
Aktuelle Anzahl der Teilnehmenden | 17 |
Heimat-Einrichtung | Lehreinheit für Computergestützte Statistik und Mathematik |
beteiligte Einrichtungen | Lehrstuhl für Statistik und Data Analytics |
Veranstaltungstyp | Vorlesung in der Kategorie Lehre (mit Prüfung) |
Erster Termin | Mittwoch, 17.04.2024 08:00 - 10:00 Uhr, Ort: (WIWI) SR 028 (HA) |
Art/Form | |
Voraussetzungen |
An understanding of introductory statistics including inferential methods and regression analysis and test methods on bachelor level. Prior basic knowledge of statistic software R is an advantage but not necessary. |
Lernorganisation |
This lecture is organized in a set of lectures and tutorials (Übungen). In the tutorials students solve problem sets corresponding to the topics of the lecture, some of the tutorials are hands-on using the open-source statistical software R. Students are explicitly invited to play an active role in lectures and tutorials through questions and input for discussions. Additionally, students are invited to indicate those parts of the course for which they need additional training. Readings are essential to prepare the class and the exam. |
Leistungsnachweis |
Portfolio, consisting of two parts: • Part 1 (1/3): Short presentation of (a part of) a scientific paper or an application. • Part 2 (2/3): Performance assessment at home (Häusliche Leistungsfeststellung) or oral exam at the end of the semester. |
SWS |
2 |
Literatur |
Among others and depending on the selection of topics: Angrist, J.D. & Pischke J.-S. (2009); Mostly Harmless Econometrics, Princeton. Cameron, C.A. & Trivedi, P.K. (2005), Microeconometrics: Methods & Applications, Cambridge. Franses, P.H., van Dijk, D. & A. Opschoor (2014), Time Series Models for Business and Economic Forecasting, Cambridge. Kleiber, C. & Zeileis, A. (2008), Applied Econometrics with R, Springer. Verbeek, M.. (2017), A Guide to Modern Econometrics, 5e, Wiley |
Turnus |
Usually every summer term |
Workload |
Lecture 2 SWS (28 h Contact hours and 28 h Self-study) Tutorial 2 SWS (28 h Contact hours, 28 h Self-study) We are calculating with 15 semester weeks (14 lecture + 1 examination week). Each SWS is included in the calculation with 60 minutes. |
ECTS-Punkte |
5 |