Description |
*** IMPORTANT ***
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This course provides an introduction to applied data analysis using R. We will cover several steps involved in doing empirical work, starting with data collection and data management issues, and then discuss linear regression, instrumental variables, and basic models for panel data and discrete dependent variables. The distinctive feature of the course is a learning-by-doing approach to teaching econometrics, with a strong emphasis on the application of methods to real data and the correct interpretation of results. The course is intended for Master students with a good knowledge of linear regression analysis who are currently attending or have completed the Econometrics II class.
Readings:
- Burns, P. (2011). The R inferno. Lulu. com.
- Hanck, C., Arnold, M., Gerber, A., & Schmelzer, M. (2024). Introduction to Econometrics with R. In Introduction to econometrics with R. Essen, Germany: University of Duisburg-Essen, Department of Business Administration and Economics, Chair of Econometrics.
Language: English
Credits: 2 SWS / 3 ECTS
Prerequisites: Bachelor Degree
Please register in KSL (open January, 13 until February, 06, 2025)
Lectures:
Thursday, 10:15 – 12:00h, A 322 PC Pool UniS
Assessment:
As final examination, students are expected to write a short paper (10 pages) in which they will apply one or more of the methods studied during the course. This paper accounts for 100% of the final grade. The paper will be graded with marks from 1 - 6.
1 term paper – 1st June 2025
2 term paper – 1st September 2025 |