Econometric Methods

Instructor: 
Time I: 
Tuesday,
12:00pm to 02:00pm
Time II: 
Monday,
10:00am to 12:00pm
Venue I: 
HU Berlin, Spandauer Str. 1, room 201
Venue II: 
HU Berlin, Spandauer Str. 1, room 201
Description: 

Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, maximum likelihood estimation and likelihood based testing, nonlinear regression models, stochastic regressors, instrumental variable estimation, (generalized) method of moments.

Please note that this course can only be attended as BSE Core Course, if you have successfully applied for the Econometrics Beginner's Track (PhD Track in Economics). More information can be found in the BSE Handbook.

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 (150 min)

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