3604643: Empirical Research Methods - IFS

Beschreibung

Linear Regression Model

• Introduction to Basic Estimation Methods and Properties
• Model Assumptions, OLS Estimation and Hypothesis Testing
• Goodness of Fit Tests, Heteroskedasticity and Endogenous Regressors: GLS and TSLS

Lernergebnisse

The course provides students with the tools to understand empirical research and to appropriately use econometric techniques. By the end of the course students should

• have a solid understanding of the classical linear regression model and its application to cross-section data
• understand how regression analysis may be used to fit time-series models using stationary time series
• have an appreciation of the difficulties that arise in the application of regression analysis to nonstationary time series
• understand empirical research and appropriately use econometric techniques
• have a grasp of using gretl to fit economic models

Lehrmethoden

Lecture with integrated exercises

Voraussetzungen (inhaltlich)

Knowledge of mathematics and statistics (modules "Wirtschaftsmathematik", "Wirtschaftsstatistik");

Voraussetzungen (formal)

Voraussetzung für die Anmeldung zur Modulprüfung ist:

• der erfolgreiche Abschluss aller Module des 1. Vollzeit-Regelstudienjahres

• der erfolgreiche Abschluss des Moduls "Communication in English for Business"
• die Anerkennung BEC II

• der erfolgreiche Abschluss des Moduls "Communication in English for Business"

Kommentar

Das Modul wird aus Lehrveranstaltungen des Nachfolgecurriculums gebildet. Es gilt die SPO für C12.