Vorlesung: 35550 Topics in Applied Econometrics - Details

Vorlesung: 35550 Topics in Applied Econometrics - Details

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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

Studienbereiche

Modulzuordnungen

Kommentar/Beschreibung

In this course we study a selection (usually divided in three to four blocks) of important reseach
methods and techniques in applied econometrics. Topics included are:
Maximum-Likelihood estimation and inference (for specification tests and various fields of
microeceonometric applications), advanced applications of least squares and GMM (for modeling
heterogeneity and endogeneity in empirical practice), smoothing methods in action (such as
kernel and spline estimation techniques), robust inferential methods and their interpretation (such
as quantile regression and related techniques), machine learning methods (and their applications
in econometrics), simulation based econometric methods (such as Bootstrap, MC and Bayesian techniques).