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Methods of Econometrics

Current Issues

02.12.2015:

The news for Methods of Econometrics can be found on the German page of the course.



Course Contents

COURSE DESCRIPTION

 - see German page.

COURSE OUTLINE

 - see German page.

LITERATURE

Davidson, R. und MacKinnon, J.G. (2004). Econometric Theory and Methods. Oxford University Press. 
Corrections since publication

Further Literature

Greene, W.H. (2003). Econometric Analysis, 5th edition. Prentice Hall. 

SOFTWARE

For the course the free software R will be used. 

AUDIENCE / QUALIFICATION

Methods of Econometrics is a compulsory course for master students in economics and international economics.

It is an eligible course in the specialization Quantitative Finance .

For students that have not attended any introductory course in econometrics during their studies yet, it is highly recommended to attend the Intensivkurs Ökonometrie I or the bachelor courseEconometrics I prior to the course Methoden der Ökonometrie.

GRADING SYSTEM

The grading system can be found on the German page of the course.


Downloads

The course material for Methods of Econometrics can be found on the German page of the course.


Appointments and Rooms

The schedule can be found on the German page of the course.



  1. Faculty of Business, Economics and Management Information Systems
  2. Department of Economics

Chair of Econometrics