Econometric Methods

Guest Instructor: 
Dr. Anton Velinov
Niels Aka
Annika Schnücker
Time I: 
Friday, 09:00am to 12:30pm
Time II: 
Monday, 09:00am to 11:00am
Venue I: 
Eleanor Dulles Room (5.2.010), DIW Berlin, Mohrenstr. 58, 10117 Berlin
Venue II: 
Eleanor Dulles Room (5.2.010), DIW Berlin, Mohrenstr. 58, 10117 Berlin

The course deals with advanced estimation techniques in modern econometrics and standard single equation and systems of equations models and also covers time series analysis including multiple time series analysis.

Literature: Hayashi, F. (2000) Econometrics, Princeton University Press, Princeton;
Green, W.H. (2003) Econometric Analysis, 7th Edition, Prentice Hall, New Jersey;
Breitung, J., Brüggemann, R. and Lütkepohl, H. (2004). Structural vector autoregressive modeling and impulse responses, in H. Lütkepohl and M. Krätzig (eds), Applied Time Series Econometrics, Cambridge University Press, Cambridge, pp. 159-196;
Lütkepohl, H. (2005), New Introduction to Multiple Time Series Analysis, Springer.

Grading: assignments and 2 written exams

Fall 2016
Deutsches Institut für Wirtschaftsforschung
End date of the whole course: 
Friday, February 17, 2017 - 12:30pm