Quantitative Forschungsmethoden
Kurs ID
QUANT301, QUANT303
Art des Kurses
BSc Kurs
Wochenstunden
4,0
ECTS
6.0
Semester
FS 2021
Vortragssprache
Englisch
Vortragende/r
Prof. Dr. Michael Massmann
Bitte beachten Sie, dass AustauschstudentInnen im BSc-Programm der WHU eine höhere Anzahl an Credits erwerben als hier aufgeführt. Für weitere Informationen wenden Sie sich bitte direkt an das [International Relations Office].
Kursinhalt
The purpose of this course is to introduce modern econometric techniques and apply them to real world data sets. The material covered in this course includes an in-depth analysis of the linear regression model, least-squares estimation and statistical inference in this setting. Subsequently, nonlinear regression models are discussed and an introduction to panel data as well as stationary time series analysis is given. Empirical data sets are taken from finance and macroeconomics.
Termine
Date | Time |
---|---|
Monday, 19.04.2021 | 11:30 - 15:15 |
Monday, 08.03.2021 | 11:30 - 15:15 |
Monday, 11.01.2021 | 11:30 - 15:15 |
Friday, 19.02.2021 | 15:30 - 18:45 |
Monday, 22.02.2021 | 11:30 - 15:15 |
Tuesday, 13.04.2021 | 11:30 - 15:15 |
Thursday, 29.04.2021 | 14:00 - 17:00 |
Lernerfolge
By the end of this course, students will have a sound understanding of fundamental
econometric techniques and will be able to apply them to real world data sets using
modern software.
econometric techniques and will be able to apply them to real world data sets using
modern software.
Literatur
Stock and Watson (2015): Introductory Econometrics
Lernmethoden
The course takes the form of interactive lectures with exercises: on the one hand, theoretical material is presented and illustrated by means of empirical examples using the R statistical computing environment; on the other hand, participants are given exercises to practice the use of newly-learned concepts, both conceptually and on the computer.
Art der Prüfung
written exam
Voraussetzungen
Familiarity with the topics covered in Statistics I and II is assumed.
Umfang
180