Winter Term 2014/15

The course is held in English.

Download

• Exam results (new regulation, German)
• Exam results (Part 1, old regulation, German)
• Exam results (Part 2, old regulation, German)

Exam

• Written exam
• Active participation during practical sessions.
• Presentation / Term Paper.

Creditable as

• Economics: MA-B-300, MA-600

Content

The aim of this lecture is to familiarize participants with microeconometric estimation techniques. The lecture will be complemented by a practical session.

Outline

• Multiple Regression
• Instrumental Variables
• Panel Data Methods
• Limited Dependent Variables

Literature

• Wooldridge, J. (2013): Introductory Econometrics. A Modern Approach. South-Western Cengage Learning.
• Cameron, C., and P. K. Trivedi (2005): Microeconometrics. Methods and Applications. Cambridge University Press, New York.
• Greene, W. H. (2012): Econometric Analysis. Pearson, Massachusetts.
• Kohler, U., Kreuter, F. (2008): Datenanalyse mit Stata. Oldenburg Verlag.
• Cameron, C., and P. K. Trivedi (2010): Microeconometrics Using Stata, Stata Press, College Station, Texas.

The course is led by Stefan Munnes (stefan.munnesuuni-potsdampde).

More information can be found on PULS and on the homepage of the Chair of Methods of Empirical Social Research of Prof. Dr. U. Kohler.

The course will be complemented by the Key Skill module B.SK.VWL.210/ B.SK.MET.210 "Einführung in die computergestützte Datenanalyse" which is organized by the Chair of Empirical Social Research (Prof. Dr. Kohler). More information is available here.

Download

• Exam results (German)

Exam

• Written exam (60 min)

Creditable as

• Economics: BA-600,  B.BM.VWL.420,  B.VM.VWL.510/610
• Business Administration: BA-P-602

Requirements

• BA: Statistics strongly recommended

Content

The aim of this course is to provide the participants with a basic understanding of empirical economics and to give them an introduction to econometrics. Building on the lecture "BA: Statistics" the participants shall be enabled to conduct empirical analysis on their own.

Topics

• Analysis of economic relationships
• Introduction to econometrics
• Introduction to STATA
• Estimating, testing and predicting in the simple and multiple regression model framework
• Problems and extensions of the multiple regression model
• Policy evaluation

Literature

• Wooldridge, J. (2013): Introductory Econometrics. A Modern Approach. South-Western Cengage Learning.
• Schira, J. (2012): Statistische Methoden der VWL und BWL. Pearson Studium.
• Kohler, U., Kreuter, F. (2008): Datenanalyse mit Stata. Oldenburg Verlag.