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.
