Only for students in the Econometrics Beginner's Track.
Description:
Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, maximum likelihood estimation and likelihood based testing, nonlinear regression models, stochastic regressors, instrumental variable estimation, (generalized) method of moments.
Literature:
Davidson, R. and MacKinnon, J.G. (2004): Econometric Theory and Methods, Oxford University Press.
Hayashi, F. (2000): Econometrics, Princeton University Press.
Time & venue:
Lectures: Thursdays, 12:00-14:00 & Fridays, 12:00-14:00; HU Berlin, Spandauer Str. 1, room 202
Tutorials: Tuesdays, 08:00-10:00; HU Berlin, Spandauer Str. 1, room 202 (starting on 21.10.2025)
Exam:
Written Exam (150 min)
