Syllabus

Title
4385 Applied Econometrics
Instructors
Oscar Fernandez, M.Sc.
Contact details
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/14/25 to 02/20/25
Registration via LPIS
Notes to the course
Dates
Day Date Time Room
Tuesday 03/11/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 03/18/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 03/25/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 04/01/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 04/08/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 05/06/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 05/13/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 05/20/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 05/27/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 06/03/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 06/10/25 06:30 PM - 08:30 PM D1.1.078
Tuesday 06/17/25 06:30 PM - 08:30 PM D1.1.078
Contents

The econometrics teaching program is offered in a cycle over 3 terms. In Econometrics I, the foundations of the subject are dealt with: causality, correlation, assumptions of the linear regression model, OLS estimation, asymptotic tests, misspecification, outliers, heteroskedasticity and an introduction to E-views. In Econometrics II, advanced subjects are covered: Endogeneity, instrumental variable estimation, and limited dependent variable models. In Applied Econometrics, a deeper analysis of selected topics is offered and students are required to write an empirical, applied-econometric essay. The focus of this course is on panel and time series data analysis

Learning outcomes

This course provides an introduction to the analysis of economic data using econometric methods. After taking the course, students should be able to understand empirical studies published in scientific journals and carry out econometric work by themselves. The course complements and expands the subjects dealt with in Econometrics I and II and involves writing an empirical, applied-econometric essay

Attendance requirements

Attendance is compulsory. A maximum of 2 lessons may be missed. This also applies if the course switches to a different mode, e.g. online or hybrid mode.

Teaching/learning method(s)

Lectures, Essay, Presentation

Assessment

Exam: 40%

Presentation and essay : 30% +30%

Readings

Please log in with your WU account to use all functionalities of read!t. For off-campus access to our licensed electronic resources, remember to activate your VPN connection connection. In case you encounter any technical problems or have questions regarding read!t, please feel free to contact the library at readinglists@wu.ac.at.

Availability of lecturer(s)

oscar.fernandez@wu.ac.at

Last edited: 2024-12-03



Back