Exam dates: 17.11.2012, 12.12.2012, 12.01.2012, all 12h-15h.
These are the only exam dates available. Nothing else will be arranged.
You may only bring a pen and a handheld calculator without text-editing facilities to the exam. Formula books are not allowed. However, together with the exam questions you will receive the following formulas and critical values for performing F-tests.
Credit units: 5 ECTS credits
Prerequisites: Elementary statistics, covering basic concepts of statistical inference (estimation and hypothesis testing). Basic mathematics including, differentiation, integration, solving elementary differential equations, elasticity concept, and continuously compounded interest rate calculus. Working knowledge of basic matrix algebra is a benefit but not a prerequisite.
Learning outcomes: The student knows the basics of empirical econometric research methods and approaches including the types of econometric data, roles of variables, economic and econometric modelling, estimation, statistical inference, interpretation of estimation results, model checking and model evaluation and the use of econometric models in practice.
Teacher: Lecturer Bernd Pape
Teaching: 40h Lectures and 12h Exercises.
Language of Instruction: English.
Period: Weeks 36-40 and 42-44, 2012Schedule:
Requirements for the credit units: Exam.
Course objective: Introduce the student basic techniques of econometric analysis, model building, and practical applications.
Statistical Software: EViews
The course aims to cover most of the material in Part I and Part II (Chapters 1 through 12) in Wooldridge (2003--2008, 2nd--4th ed.).
Exercises Sheets and Data:
Data for the computer exercises are provided both as Excel files (xls) and EViews Workfiles (wf1). The text files (txt) contain the descriptions of the variables.
Exercise Sheet 1 (week 38)
Exercise Sheet 2 (week 39) data: wage2.xls, wage2.wf1, wage2.txt, vote1.xls, vote1.wf1, vote1.txt
Exercise Sheet 3 (week 40) data: wage1.xls, wage1.wf1, wage1.txt, hprice1.xls, hprice1.wf1, hprice1.txt
Exercise Sheet 4 (week 42) data: gpa2.xls, gpa2.wf1, gpa2.txt, Microsoft.xls, microsoft.wf1
Exercise Sheet 5 (week 43) data: ceosal2.xls, ceosal2.wf1, ceosal2.txt
Exercise Sheet 6 (week 44) data: consump.xls, consump.wf1, consump.txt, Microsoft daily (Excel), Microsoft daily (EViews)
Wooldridge, Jeffrey M.: Introductory Econometrics: A Modern Approach, 2e-4e.
Links concerning EViews:
EViews 6 User Guide (Chapters 1+2)
EViews 6 Tutorial by Manfred W. Keil
EViews Illustrated by Richard Startz