Econometric Methods (HU)

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

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

Location:
Spandauer Straße 1,
Lectures in room 201 and Tutorials in room 202 (Thu) and 22 (Fri)

Description of the course:
Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, maximum likelihood and pseudo-maximum likelihood estimation, likelihood-based testing, nonlinear regression models, stochastic regressors, instrumental variable estimation, generalized method of moments.
A deeper insight into advanced methods and additional topics is offered by means of assignments.

Tutorials by Marica Valente and N.N.

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
Program: 
Semester: 
Fall 2018
Affiliation: 
Humboldt-Universität zu Berlin