Description:
Part I (Anton Velinov): The first part of the course covers selected topics fundamental to understand and apply econometric methods in research. These topics include: revision of OLS and asymptotics, single and multiple equation GMM, panel data methods, and state space models. For more information about the course content and organization, please visit http://avelinov.byethost7.com/econ_meth.html (materials will be updated soon) and see the syllabus.
Part II (Lars Winkelmann) provides a survey of the theory of time series methods in econometrics. Topics include univariate stationary and non-stationary models, vector autoregressions, cointegration, high-dimensional predictive models and volatility models.
Literature:
tba
Time & venue:
Lectures: Fridays, 10:00-14:00; DIW Berlin, Mohrenstr. 58, room 3.3.002C
Tutorials: Mondays, 10:00-12:00; DIW Berlin, Mohrenstr. 58, room 3.3.002C
For further details, see schedule (Anton Velinov's part & Lars Winkelmann's part)
Exam:
Written Exam
