VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.
Econometrics II
Ökonometrie II
Last Updated: 2026-02-05 15:18:36
Abstract
Introduction to Ecocometrics with practical work on the PC. The lecture builds on Econometrics I (regression analysis, autocorrelated and heteroscedastic disturbances) and addresses the problem of mulitcollinearity, the estimation of error-correction models, simulataneous equation models and the Probit model.
Objective
Practical comprehension of econometic methods and models
Content
Introduction to Econometrics with practical work on the PC. The lecture builds on Econometrics I (regression analysis, autocorrelated and heteroscedastic disturbances) and addresses four topics: (1) the problem of Mulitcollinearity, (2) the concept of Stationarity and Cointegration of time series and the related estimation of Error-correction models, (3) Simultaneous equation models, (4) Probit models.
Resources
Lecture Notes
Summary handouts are available on the internet
Literature
Maddala, G.S.: Introduction to Econometrics, John Wiley, 2001 (Chapters 7, 8, 9 and 13).
General Information
- Language
- German
- Levels
- BSC
- Frequency
- Yearly recurring
Examination
- Type
- graded semester performance
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture with exercise | Ökonometrie II |
|
2 h weekly |