Econometric Methods

Guest Instructor: 
Simone Maxand
Time I: 
Monday, 10:00am to 12:00pm
Time II: 
Tuesday, 08:00am to 10:00am
Description: 

This course can only be attended as BSE Core Course if you have successfully applied for the Econometrics Beginner's Track (PhD in Economics). More information can be found in the BSE PhD Handbook.

Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, maximum likelihood estimation and likelihood based testing, nonlinear regression models, stochastic regressors, instrumental variable estimation, (generalized) method of moments.

Literature:
Davidson, R. and MacKinnon, J.G. (2004): Econometric Theory and Methods, Oxford University Press.
Hayashi, F. (2000): Econometrics, Princeton University Press.

Time & venue:
Lectures: Mondays, 10:00-12:00 (starting on 25.10.2021), and Tuesdays, 8:00-10:00 (starting on 19.10.2021); HU Berlin, Spandauer Str. 1, room 201
Tutorials: Thursdays, 14:00-16:00 (starting on 21.10.2021), or Fridays 12:00-14:00 (starting on 22.10.2021); online (Thursdays), and HU Berlin, Spandauer Str. 1, room 202 (Fridays)

Exam:
Written exam

More information can be found on Moodle. Moodle key: ...

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