Modulhandbuch Wirtschaftswissenschaft - Universität Tübingen

S321 Applied Econometrics – Einführung in die Ökonometrie
Lecturer:
Prof. Dr. Martin Biewen
Relevant for:
B.Sc. in Economics and Business Administration
B.Sc. in International Economics
B.Sc. in International Business Administration
M.Sc. Accounting and Finance
M.Sc. in International Economics and Finance
M.Sc. in European Economics
M.Sc. in General Management
M.Sc. in European Management
Bachelor-Nebenfach Volkswirtschaftslehre
ECTS-Credits/Stud. Recommended for:
Workload: 7,5/225 3 rd year B.Sc.
1 st year M.Sc.
Type of Exam:
Written exam
Prerequisites:
Quantitative Methods in
Economics and Business
Administration recommended
Course Language: English
Course type and number of hours:
3 hours per week lecture + 1 hour per week
practical course
Mode:
B.Sc.: Major: eligible for the
Major Module Empirical Economics;
- „i“-module for the B.Sc. in
International Business Administration
- Minor: eligible
- M.Sc.: eligible for the Major
Module Supplement Scope
General/ European Mangement
(M.Sc. in GM, EM); Major Module
Econometrics (M.Sc. IEF,
EE); eligible for Major Module
supplement scope Accounting
and Finance (M.Sc. AF)
Maximum Student number:
-
Comment for Diploma Students: eligible with 7 Credit Points (Leistungspunkte)
Cycle:
Summer
Goals:
Students should master application of the linear regression and other basic econometric
models in economics, business administration and finance. Econometric software (Eviews,
SAS, Stata) is used in order to enable the student to apply the methods in practice. Students
should be able to conduct sensible applications of basic econometric techniques. They
should also develop an intuitive understanding of the methods and their limitations and learn
how to present and discuss their results in a scientific correct way.
Content:
The classic linear regression model and its applications in economics, business administration
and finance. Testing under normality and in large samples. Introduction to robust inference.
Generalized Least Squares. Instrumental variables. Introduction to discrete choice
models and their applications. The lecture emphasizes the applied perspective of econometrics.
The class meets for a 3 hours lecture and a 1 practical session PC based) where assignments
and questions for review are discussed.
Literature:
• Hayashi, Fumio (2000), Econometrics, Princeton.
• Wooldridge, Jeffrey (2009), Introductory Econometrics. A Modern Approach, South
Western College Publishing .
Homepage:
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