Applied Econometrics

Guest Instructor: 
Gábor Uhrin
Time I: 
Monday, 12:00pm to 03:00pm
Time II: 
Monday, 03:00pm to 04:00pm
Description: 

The course introduces econometric methods for analyzing cross-sectional data, panel data and time series data and discusses their applicability in practice. The following topics are covered: extensions and applications of the linear model; instrumental variable estimation; binary response models; truncated and censored regression, static panel data models; specification, estimation, validation and forecasting of autoregressive models. The application of these methods is explained and illustrated by means of empirical examples.

Literature:
Main: Békés, Gábor and Gábor Kézdi: "Data Analysis for Business Economics and Policy", Cambridge Univ. Press, 2021, https://gabors-data-analysis.com/
Additional: Verbeek, Marno: "A Guide to Modern Econometrics", John Wiley & Sons, 2012.

Time & venue:
Lectures: Mondays, 12:00-15:00 (starting on 25.10.2021); online
Tutorials: Mondays, 15:00-16:00 (starting on 25.10.2021); online

Exam:
Written exam

More information about access to the course platform can be found on Moodle.

Credits: 
9.00
Semester: 
Fall 2021
Affiliation: 
Humboldt-Universität zu Berlin