Description:
Part I (Johannes Seebauer): 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, and panel data methods. For more information about the course content and organization, please visit see the syllabus (to be uploaded).
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:
Part I (Johannes Seebauer's part)
Lectures: Fridays, 10:00-14:00 (starting on 18.10.2024); DIW Berlin, Mohrenstr. 58, room 3.3.002A-C
Tutorials: Tuesdays, 10:00-12:00 (starting on 22.10.2024); DIW Berlin, Mohrenstr. 58, room 3.3.002A-C
Part II (Lars Winkelmann's part)
Lectures: Fridays, 10:00-14:00 (starting on tba), venue tba
Tutorials: Tuesdays, 10:00-12:00 (starting on tba), venue tba.
For further details, see schedule (Johannes Seebauer's part & Lars Winkelmann's part, tba)
Exam:
Written Exam
