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751-0421-00L 2 Credits BSC D-USYS
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Econometrics I

Ökonometrie I

Lecturers & Examiners: Prof. Dr. Peter Stalder
VVZ CR n/a

Last Updated: 2026-02-05 15:05:31

Abstract

Introduction to Econometrics with practical work on the PC. After a short review of statistical concepts (random variables, probability distributions) the course focuses on regression analysis and simple dynamic modelling approaches. In this context, the problem of autocorrelated and heteroscedastic disturbances is addressed.Econometrics I is followed in the summer term by Econometrics II.

Objective

Practical comprehension of econometic methods and models

Content

Random variables and probability distributions Simple and multiple regression analysis Dynamic adjustment models Autocorrelation and heteroscedasticity

Resources

Lecture Notes

Summary handouts are available on the internet

Literature

G.S. Maddala: Introduction to Econometrics, John Wiley 2001 (Chapters 1 to 6)

General Information

Language
German
Levels
BSC
Frequency
Yearly recurring

Examination

Type
end-of-semester examination

Course Components

Type Title Time & Place Hours
lecture with exercise Ökonometrie I
Anwendungsorientierte Einführung in die Ökonometrie mit Übungen am PC
  • Thu 10:15-12:00 (LFW E 15)
2 h weekly

Offered In