Econometric Methods

Instructor: 
Guest Instructor: 
Gustav Haitz (HU)
Peter Malec (HU) for Tutorial
Time I: 
Tuesday,
12:00pm to 02:00pm
Time II: 
Monday,
10:00am to 12:00pm
Time III: 
Thursday,
02:00pm to 04:00pm
Venue I: 
HU Berlin, Spandauer Str. 1, Room 202
Venue II: 
HU Berlin, Spandauer Straße 1, Room 202
Venue III: 
HU Berlin, Spandauer Straße 1, Room 202
Description: 

Lecture:

Mon. 10-12 a.m., Tue. 12-2 p.m.

Tutorial:

Thu. 2-4 p.m., Fri. 12-2 p.m.

 

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

Credits: 
9.00
Program: 
Semester: 
Fall 2012
Affiliation: 
Humboldt-Universität zu Berlin
End date of the whole course: 
Friday, February 15, 2013 - 2:00pm