| Description |
Course description:
This course is designed to give the students a firm understanding of the theoretical aspects behind the commonly used techniques of inference in economics. It presents the econometric approach to causal analysis: definition of the model, identification of the parameters, estimation of and inference about the identified values. It provides the fundamental tools required for more specialized courses such as micro, time series and panel econometrics. The following estimators will be examined: ordinary least squares, instrumental variables, maximum likelihood, and the generalized method of moments.
Readings:
Fumio Hayashi, "Econometrics", Princeton University Press
Prerequisites: Introduction to Econometrics
Lectures:
Monday, 13:15 - 15:00h, A-126, UniS
Office hours: Monday, 09.30 - 11.30 h
Exercises with assistant Noah Köhli (noah.koehli@students.unibe.ch)
Mondays, 15.15 - 16.00 hrs, A-126, UniS
Evaluation:
written midterm exam (tba) and final exam
1st final exam: Monday, 18.12.2023, 13.15-15.15h (120 min), A-126, UniS
2nd final exam: Monday, 12.02.2024, 13.15-15.15h (120 min), 106, H4 |
User:
Öffentlicher Bereich
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