Econometric I (FU/ DIW)

Instructor: 
Guest Instructor: 
Daniel Kemptner
Time I: 
Friday,
09:00am to 12:30pm
Venue I: 
DIW
Description: 

The course deals with advanced estimation techniques in modern econometrics and standard single equation
and systems of equations models. It covers time series as well as microeconometric methods.

Literature: Hayashi, F. (2000) Econometrics, Princeton University Press, Princeton;
Green, W.H. (2003) Econometric Analysis, Fifth Edition (or higher), Prentice Hall, New
Jersey;
Train, Kenneth E. (2009), Discrete Choice Methods with Simulation, Cambridge University Press.

Exam: 2 written exams

*Time(s): 9:00-12:30 + 90 min TA session (time to be determined)

9 ECTS

Credits: 
9.00
Program: 
Semester: 
Fall 2014
Affiliation: 
Deutsches Institut für Wirtschaftsforschung
End date of the whole course: 
Friday, February 13, 2015 - 12:30pm