Econometric Methods (HU)

Instructor: 
Guest Instructor: 
Kathleen Ngangoué
Time I: 
Monday,
10:00am to 12:00pm
Time II: 
Tuesday,
12:00pm to 02:00pm
Time III: 
Thursday,
02:00pm to 04:00pm
Venue I: 
HU Berlin, Spandauer Str. 1, Room 202
Venue II: 
HU Berlin, Spandauer Str. 1, Room 202
Venue III: 
HU Berlin, Spandauer Str. 1, Room 202
Description: 

This course is for students with lacking econometric background.

Econometrics I for Beginners: Master Course “Econometric Methods”, 9 ECTS
Econometrics II, 9 ECTS
6 ECTS in a further econometrics course in 3rd semester

To study the beginner’s track, get the approval by Dr. Bernd Droge droge@wiwi.hu-berlin.de (short application justifying lacking econometric background).

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 2013
Affiliation: 
Humboldt-Universität zu Berlin
End date of the whole course: 
Saturday, February 15, 2014 - 4:00pm