Econometric Methods

Instructor: 
Time I: 
Tuesday,
10:00am to 12:00pm
Venue I: 
Spandauer Straße 1, Lectures in room 202 (Mon) and room 201 (Tue), Tutorials in room 202
Description: 

Lectures: Mon, 10:00-12:00, and Tue, 10:00-12:00
Tutorials: Thu, 14:00-16:00, or Fri, 12:00-14:00

Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, nonlinear regression models, stochastic regressors, instrumental variable estimation, 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.
Exam: written exam (120 min)

Credits: 
9.00
Program: 
Semester: 
Fall 2014
Affiliation: 
Humboldt-Universität zu Berlin
End date of the whole course: 
Friday, February 13, 2015 - 2:00pm