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Intermediate Econometrics

Announcements:

Exam Review (retake): October 31, 11:00 - 12:00, room 2312

Exam Review: Sep 17, Monday, 11:00 - 12:00, room 2307


Extra Lecture on July 27, Friday, 16:00-18:00 Alte Uni. HS 2

Extra Office Hours: August 2, Thursday, 14:00-16:00

Deadline for Assignment 3: August 2, Thursday 14:00 to Room 2312.

July 13, 2012 Friday: Additional Tutorials are cancelled.

Deadline for Assignment 2 : July 5, Thursday to be submitted to Ms. Fang.

Deadline for Assignment 1: June 8, 16:15: to be submitted to Tutors.

 

Instructors: 

Assoc. Prof. A. Sevtap Kestel, Ph.D.
Ms.Chenyu Fang, M.S.


Lectures (starting Tuesday, April 24, 2012):
Tuesday, 16:00 - 18:00; Alte Uni, HS 2
Wednesday, 10:00 - 12:00; Alte Uni, HS 2

  • No lecture on Wednesday, April 25, 2012
  • Additional lectures
    Thursday, May 3, 2012, 16:00 - 18:00, HS 1015
    Friday, June 29, 2012, 16:00 - 18:00, HS 2 (Alte Uni)
     


Exercise Sessions (starting April 26, 2012):

Thursday, 16:00 - 18:00 (classroom sessions); HS 1015

  • No exercise session on Thursday, May 3, 2012,
    but on Friday, May 4, 2012, 16:00 - 18:00, HS 1010
     

PC sessions (three groups):

Thursday 16:15 - 17:45                          

Thursday 14:15 - 15:45                       Friday 08:30 - 10:00

10.05.2012                                             11.05.2012
24.05.2012                                             25.05.2012
21.06.2012                                             22.06.2012
05.07.2012                                             06.07.2012
19.07.2012                                             20.07.2012

 

Additional IMP Tutorials (starting Friday, May 11, 2012):

General: Friday, 16:00 - 18:00; HS 1016
Tutor: Etem Emre Çamlilar emrecamlilar@gmail.com

NBS: Friday, 16:00 - 18:00; Breisacher Tor, room 205
Tutor: Hongcheng Liu liufinec@gmail.com

  • No additional tutorials on Friday, June 29, 2012

  Note: Additional tutorials start in the third week of the semester. 
 

Language:        The course is taught in English.

 

Credit Points:    10

 

Final Exam: August  7, 2012, Tuesday; 14-16; AM

Re-Take Exam: TBA 

Couse Description:

This course enables students to focus on linear regression methods and involves an intuitive and applied presentation of applied econometrics with reference to examples used in Economics literature. Additionally, analysis of cross-sectional data and time series data at the graduate level will be presented. In the accompanying exercise sessions, the participants will practice the use of these methods using the software TSP for some real world economic problems. Knowledge in mathematical statistics as well as basic knowledge in matrix algebra will be contributory for understanding the material.

Textbook: Introductory Econometrics: A Modern Approach, Jeffrey M. Wooldridge, 4th edition.

 

Course Syllabus

Lectures:

Review of Matrix Algebra

Review on Probability and Statistics

Simple Linear Regression               Handout 1 

SLR and Multiple Regression          Handout 2  

MLR and Inference                              Handout 3

MLR and Inference 2                          Handout 4

MLR and Binary Variables                 Handout 5  Handout 6

Binary Var. & Heteroskedasticity       Handout 7

Limited Dependent Variables   Part 2     Handout 8

Limited Dependent Variables   Part 3

Handout 9

Time Series Analysis

Time Seires Analysis 2

Formulae Sheet

 

 

Tutorials:

Exercise Sheet 1 (Matrix Algebra)

Exercise Sheet 2 (Probability Theory)

Exercise Sheet 3 (Simple Regression, PC session)

 

TSP5.0 Installation

Exercise Sheet 4 (Multiple Regression 1)

Exercise Sheet 5 (Multiple Regression 2, PC session)

Exercise Sheet 6 (Multiple Regression and Binary Variables)

Exercise Sheet 7 (Multiple Regression, PC session)

Exercise Sheet 8 (Heteroskedasticity)

Exercise Sheet 9 (Probit and Logit)

Exercise Sheet 10 (Tobit)

Exercise Sheet 11 (Time Series Analysis, PC session)

 

Short Solutions to Exercise Sheets:

ES3: Solutions in TSP

ES4: Problem1 in TSP

ES5: Data set    Problem 1

 

Additional Tutorials:

Question Sheet 1 (Simple Regression)

Question Sheet 2 (Multiple Regression 1)

Question Sheet 3 (Multiple Regression 2)

Question Sheet 4 (Multiple Regression 3)

Question Sheet 5 (Binary Variables)

Question Sheet 6 (Binary Variables and Heteroskedasticity)

Question Sheet 7 (Limited Dependent Variables)

Question Sheet 8 (Time Series)


Assignments:

data description: http://fmwww.bc.edu/ec-p/data/wooldridge/datasets.list.html

Assignment 1 (Q1 & Q4 are Bonus Questions) 

Data Set 1 (Deadline: June 8) sleep75   updated for charity

Assignment 2 (updated)      Data Set 2

Assignment 3      Data Set 3(excel uploaded) 

Dataset3new

Requirements for Assignments:

Each team is supposed to hand in one hard copy for each assignment, and commands and outputs in TSP or R are required.

 

 

Kontakt

Abteilung für Empirische Wirtschaftsforschung und Ökonometrie

Raum 2309

Platz der Alten Synagoge

D-79085 Freiburg

Tel.: 0761 203-2338

Fax: 0761 203-2340

Benutzerspezifische Werkzeuge