731338 Econometrics
- Type
- Lecture
- Semester hours
- 2
- Lecturer (assistant)
- Organisation
- Offered in
- Sommersemester 2023
- Languages of instruction
- Deutsch
- Content
-
* What is econometrics and what are the sub-fields
* Understanding the assumptions of the simple and multiple regression model for cross-section data
* Understanding the consequences of violations of the assumptions
* Interpretation of estimated coefficients
* Hypothesis tests about one and several estimated coefficients
* Choice of functional form
* Dummy variables
* Estimation under heteroskedasticity
* Panel Daten
* Estimating econometric models with R
Detailed information available at:http://www.wiso.boku.ac.at/ulrichmorawetz.html
- Previous knowledge expected
-
- Objective (expected results of study and acquired competences)
-
After successful completion of the course, participants will be able to.
* Interpret regression coefficients and their significance.
* Recognize when a causal interpretation of regression coefficients is (not) possible
* Understand how to show unbiasedness and variance of a statistical estimator
* Select appropriate functional form of the variables of a model
* Perform regression analysis in the softare R
You can find more details like the schedule or information about exams on the course-page in BOKUonline.