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Advanced Econometrics

 

Fact sheet
Faculty: Faculty 02 - Economics and Business Studies
Department: VWL VII: Statistics and Econometrics
Title: Advanced Econometrics
Code: 0204
Lecturer: Prof. Dr. Peter Winker, Jenny Bethäuser
Type of course: Lecture and exercise
Description: The course provides an introduction to state of the art econometric methods. It will be presented at an intermediate to advanced formal level providing a sound methodological basis, both for applied economic research and more specialized methods. Participants will learn about the potential of different methods, but also realize their limitations. With regard to fields of application, this course is concentrated on microeconometrics, e.g., modelling of cross sectional and panel data including the case of discrete or limited dependent variables. It is also intended that participants become exposed to current literature in applied economics and econometrics. It is assumed that participants have at their disposal basic knowledge about statistical reasoning in  fields of estimation and testing.
Date/Time: Asynchronous, times for synchronous parts (e.g. open consultation hours, individual exercises) are announced separately
Language: English
Target group: Master Economics and Business Administration
Requirements for participation: Sound basic knowledge of statistics and elementary econometrics at BA level
ECTS: 6

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