Advanced Econometrics (Econometrics II)

Instructor: 
Time I: 
Tuesday,
08:30am to 10:00am
Time II: 
Tuesday,
02:00pm to 04:00pm
Venue I: 
SPA1, Room 202
Venue II: 
SPA1, Room 203
Description: 

Single-equation regression (OLS and 2SLS), Wald estimator and LATE, system estimation, panel regression, robust standard
errors, LM-Tests, maximum likelihood, binary response models, limited dependent variables models, selection models, selected
semiparametric methods such as nonparametric regression, partially linear models, or quantile regression.

Literature:

Wooldridge, J.M. (2010): "Econometric Analysis of Cross Section and Panel Data", 2nd. ed., MIT Press.
Weitere Literaturempfehlungen erfolgen in der Lehrveranstaltung

Written exam (90 min)

Credits: 
9.00
Program: 
Semester: 
Spring 2017
Affiliation: 
Humboldt-Universität zu Berlin
End date of the whole course: 
Tuesday, July 18, 2017 - 4:00pm