22-10.060 Applied Econometrics I

Course offering details

Instructors: Barbara Boggiano

Event type: Lecture + practical course

Displayed in timetable as: Angewandte Ökonometr

Hours per week: 3

Credits: 6,0

Language of instruction: English

Min. | Max. participants: - | 240

Comments/contents:
Course Description:

The main objective of this course is to give students a detailed introduction to econometrics from an applied perspective. The course covers the fundamentals of econometrics, in particular regression analysis and how to apply econometrics to real-world problems. It builds on introductory courses in mathematics and statistics, drawing on a number of examples using various data sets. The focus is on understanding and interpreting the assumptions of the methods in light of actual empirical applications. Students will learn the Stata software package in class and discuss economic examples using real data.

Course Outline:

1. The Nature of Econometrics and Economic Data
2. The Simple Regression Model
3. Multiple Regression Analysis: Estimation
4. Multiple Regression Analysis: Inference
5. Multiple Regression Analysis: OLS Asymptotics
6. Multiple Regression Analysis: Further Issues
7. Multiple Regression Analysis with Qualitative Information: Binary Variables

The lecture will be taught in English. The lecture notes and the literature are in English.

Course material:

Course materials (lecture slides, exercises, some solutions and data sets) will be made available online at OpenOlat.

Während des Semesters werden Online-Tests auf www.mcempirics.com angeboten.
Die Tests werden i.d.R. aus 20 single-choice und multiple-choice Fragen bestehen.
Sie können Ihre Endnote um 0.3 oder 0.7 Notenpunkte verbessern, sofern Sie bei mind. 4
Tests erfolgreich teilgenommen haben. Durch die Online-Tests kann sich niemand verschlechtern.
Die Tests sind Open Book Tests.

Die Tests werden i.d.R. 45-60 Minuten dauern.

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Relevant Literature:

Wooldridge, J.M. (2013), Introductory Econometrics. A Modern Approach, 5th edition, South-Western.

Additional examination information:
TAKE-HOME EXAM:

Bearbeitungsdauer: 60 min

Bearbeitungszeitraum:
1. Termin: 01.03.2021, 15:30 - 16:30 Uhr
2. Termin: 2303.2021, 11:30 - 12:30 Uhr

Bitte beachten Sie die Informationen der/des Prüfenden zur Ausgabe und Abgabe der Prüfungsaufgaben.

 

Small group(s)
This course is divided into the following small groups:

  • Applied Econometrics I 1

    Barbara Boggiano; Raffael Saken Kamalow

    Tue, 10. Nov. 2020 [10:00]-Tue, 16. Feb. 2021 [12:00]

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  • Applied Econometrics I 2

    Barbara Boggiano; Raffael Saken Kamalow

    Tue, 10. Nov. 2020 [16:00]-Tue, 16. Feb. 2021 [18:00]

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  • Applied Econometrics I 3

    Barbara Boggiano; Raffael Saken Kamalow

    Wed, 11. Nov. 2020 [16:00]-Wed, 17. Feb. 2021 [18:00]

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  • Applied Econometrics I 4

    Barbara Boggiano; Shushanik Margaryan

    Th, 12. Nov. 2020 [12:00]-Th, 18. Feb. 2021 [14:00]

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  • Applied Econometrics I 5

    Barbara Boggiano; Shushanik Margaryan

    Th, 12. Nov. 2020 [16:00]-Th, 18. Feb. 2021 [18:00]

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  • Applied Econometrics I 6

    Barbara Boggiano; Shushanik Margaryan

    Mon, 9. Nov. 2020 [14:00]-Mon, 15. Feb. 2021 [16:00]

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Appointments
Date From To Room Instructors
1 Mon, 2. Nov. 2020 12:00 14:00 digital aynchron Barbara Boggiano
2 Mon, 9. Nov. 2020 12:00 14:00 digital aynchron Barbara Boggiano
3 Mon, 16. Nov. 2020 12:00 14:00 digital aynchron Barbara Boggiano
4 Mon, 23. Nov. 2020 12:00 14:00 digital aynchron Barbara Boggiano
5 Mon, 30. Nov. 2020 12:00 14:00 digital aynchron Barbara Boggiano
6 Mon, 7. Dec. 2020 12:00 14:00 digital aynchron Barbara Boggiano
7 Mon, 14. Dec. 2020 12:00 14:00 digital aynchron Barbara Boggiano
8 Mon, 4. Jan. 2021 12:00 14:00 digital aynchron Barbara Boggiano
9 Mon, 11. Jan. 2021 12:00 14:00 digital aynchron Barbara Boggiano
10 Mon, 18. Jan. 2021 12:00 14:00 digital aynchron Barbara Boggiano
11 Mon, 25. Jan. 2021 12:00 14:00 digital aynchron Barbara Boggiano
12 Mon, 1. Feb. 2021 12:00 14:00 digital aynchron Barbara Boggiano
13 Mon, 8. Feb. 2021 12:00 14:00 digital aynchron Barbara Boggiano
14 Mon, 15. Feb. 2021 12:00 14:00 digital aynchron Barbara Boggiano
Exams in context of modules
Module (start semester)/ Course Requirement combination Exam Date Instructors Compulsory pass
22-1.Ökon Econometrics (WiSe 17/18) / 22-1.ökon1  Applied Econometrics I Written examination 7  Take-home exam Mon, 1. Mar. 2021, 15:30 - 16:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
8  Take-home exam Tue, 23. Mar. 2021, 11:30 - 12:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
22-1.Ökon Econometrics (WiSe 18/19) / 22-1.ökon1  Applied Econometrics I Written examination 5  Take-home exam Mon, 1. Mar. 2021, 15:30 - 16:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
6  Take-home exam Tue, 23. Mar. 2021, 11:30 - 12:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
22-1.Ökon Econometrics (WiSe 16/17) / 22-1.ökon1  Applied Econometrics I Written examination 9  Take-home exam Mon, 1. Mar. 2021, 15:30 - 16:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
10  Take-home exam Tue, 23. Mar. 2021, 11:30 - 12:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
WiWi-BA-Ökonom Econometrics (WiSe 14/15) / 22-1.ökon1  Applied Econometrics I Klausur bzw. mündliche Prüfung 13  Take-home exam Mon, 1. Mar. 2021, 15:30 - 16:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
14  Take-home exam Tue, 23. Mar. 2021, 11:30 - 12:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
WiWi-BA-Ökonom Econometrics (WiSe 15/16) / 22-1.ökon1  Applied Econometrics I Klausur bzw. mündliche Prüfung 11  Take-home exam Mon, 1. Mar. 2021, 15:30 - 16:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
12  Take-home exam Tue, 23. Mar. 2021, 11:30 - 12:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
WiWiPMÖkon/WiMaWG7 Econometrics (WiSe 10/11) / 22-1.ökon1  Applied Econometrics I Klausur bzw. mündliche Prüfung 18  Take-home exam Mon, 1. Mar. 2021, 15:30 - 16:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
19  Take-home exam Tue, 23. Mar. 2021, 11:30 - 12:30 Barbara Boggiano; Prof. Dr. Thomas Siedler Yes
Class session overview
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Instructors
Barbara Boggiano