Advanced Econometrics (Econometrics II)

Instructor: 
Time I: 
Tuesday,
08:30am to 10:00am
Time II: 
Tuesday,
02:15pm to 03:45pm
Venue I: 
HU Berlin, Spandauer Straße 1, Room 202
Venue II: 
HU Berlin, Spandauer Straße 1, Room 22
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.
Further literature will be announced in the course.

Time and venue:
Tuesdays, 8:30-10, Spandauer Straße 1, room 202
Tuesdays, 14-16, Spandauer Straße 1, room 22 (Individual dates are held in room 25 (PC-Pool).)

Exam:
Written exam (90 min)

Credits: 
9.00
Program: 
Semester: 
Spring 2019
Affiliation: 
Humboldt-Universität zu Berlin