Introduction to Econometrics II (22213)
| Instructor |
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Lecture
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Prof. Dr. Michael Kvasnicka
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Tutorial
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M.Sc. Omar Martin Fieles-Ahmad
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| Time |
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Lecture
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Tuesday
Room
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11:00 - 13:00
G22A-211
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Tutorial
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Friday
Room
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15:00 - 17:00
G22A-012
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General information about this course can be found at the module description and at the LSF (lecture, tutorial), lecture notes and exercises (uploaded sequentially) at E-Learning.
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Contents:
- Multiple Regression Analysis with Qualitative Information: Binary Variables
- Heteroskedasticity
- Specification and Data Issues
- Basic Regression Analysis with Time Series Data
- Pooling Cross Sections across Time: Simple Panel Data Methods
- Instrumental Variables Estimation and Two Stage Least Squares
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References:
Wooldridge, J.M. (2013), Introductory Econometrics. A Modern Approach, 5th international edition, South-Western, Cengage Learning.
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