Syllabus

Title
6255 Applied Econometrics
Instructors
Lucas Darius Konrad, M.Sc.
Contact details
lucas.konrad@wu.ac.at
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/14/25 to 02/20/25
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
Applied Econometrics
Course V - Economics Core
Dates
Day Date Time Room
Monday 03/03/25 10:00 AM - 12:00 PM TC.3.12
Monday 03/10/25 10:00 AM - 12:00 PM TC.3.12
Monday 03/17/25 10:00 AM - 12:00 PM TC.3.12
Monday 03/24/25 10:00 AM - 12:00 PM TC.3.12
Monday 03/31/25 10:30 AM - 12:30 PM TC.4.17
Monday 04/07/25 10:00 AM - 12:00 PM TC.3.12
Monday 04/28/25 10:00 AM - 12:00 PM TC.3.12
Monday 05/05/25 10:00 AM - 12:00 PM TC.3.12
Monday 05/12/25 10:00 AM - 12:00 PM TC.3.12
Monday 05/19/25 10:00 AM - 12:00 PM TC.3.12
Monday 05/26/25 10:00 AM - 12:00 PM TC.3.12
Monday 06/02/25 10:00 AM - 12:00 PM TC.3.12

On this page:

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Contents

The main focus of this course will be on time-series (TS) econometrics. Topics covered will be

  • stationary univariate TS, in particular AR and MA processes. 
  • ARIMA-models and stationarity tests
  • Panel Models
  • stationary multivariate time series models such as bivariate and multivariate vector autoregressions (VARs)
  • volatility models such as ARCH/GARCH
  • if time allows: A short introduction to Bayesian econometrics
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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.
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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.

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Teaching/learning method(s)
Lectures, Essay, Presentation
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Assessment
  • Two case studies (10 points each, 20 points overall), accounts for 25% of the final grade
  • Written exam in the antepenultimate session (30 points), accounts for 40% of the final grade
  • Final presentation in the last two sessions (30 points), accounts for 35% of the final grade

 

 

 

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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.

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Recommended previous knowledge and skills

We take for granted that students have visited Econometrics I and II and that the content of these courses have been understood (Wooldridge, 2009, chapters 1-10, appendices A-E).

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Availability of lecturer(s)

lucas.konrad@wu.ac.at

 

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Other

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Last edited: 2024-12-02



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