Applied Econometrics

Instructor: 
Time I: 
Monday,
02:00pm to 04:00pm
Time II: 
Thursday,
10:00am to 12:00pm
Venue I: 
HU Berlin, Spandauer Str. 1, room 220
Venue II: 
HU Berlin, Spandauer Str. 1, room 203
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:
Marno Verbeek: "A Guide to Modern Econometrics", 2012, John Wiley & Sons.
James H. Stock, Mark W. Watson: "Introduction to Econometrics", 2007, Pearson Education.
Christiaan Heij, Paul de Boer et al.: "Econometric Methods with Applications in Business and Economics", 2004, Oxford University Press.

Exam:
Written exam (90 min)

Credits: 
9.00
Semester: 
Fall 2019
Affiliation: 
Humboldt-Universität zu Berlin