Introduction to Econometrics II (22213)

Lecture

date/room

Prof. Dr. Michael Kvasnicka

Tuesday, 1 pm, G22A-216

Tutorial

date/room

Omar Martin Fieles-Ahmad

Tuesday, 3 pm, G22A-012

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.

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

References:

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