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351-0570-00L 3 Credits MSC D-MTEC

Econometrics

Lecturers & Examiners: Prof. Dr. Jan-Egbert Sturm
VVZ CR n/a

Last Updated: 2026-02-05 15:29:38

Abstract

This econometrics course focuses on regression analysis. The point of departure is the ordinary least square method.

Content

This course is intended for students who are interested in econometrics and have already taken introductory courses in economics and statistics (e.g. the courses "Introduction to Economics" and "Statistics for Business and Economics). Econometrics stands for the application of some specific statistical methods to the field of economics. In econometrics, the starting point is a theoretical model explaining some aspect of the economy. This model is compared with the available statistical facts about the economy. Econometrics uses statistical tests to tackle various questions, including: How well or badly does the model fit the observed facts? Does any other available model fit them any better? In any model, how large is the estimate of the effects of one variable on any other, and how reliable is the estimate? How far into the future, and with what degree of reliability, can the model predict any variable of interest?

Resources

Literature

Wooldridge, Jeffrey M. (2006), Introductory Econometrics - A Modern Approach, 3rd edition, Thomson, International Student Edition.

General Information

Language
English
Levels
MSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 120 minutes
Aids
Kein Hilfsmittel.
Die Prüfung findet am Computer (mit Eviews unter Windows) statt.

Course Components

Type Title Time & Place Hours
lecture Econometrics
Vorkenntnisse in Ökonomie und Statistik erforderlich
  • Thu 10:15-12:00 (HG D 7.1)
  • 13.03 Date 10:15-12:00 (HG D 12)
  • 24.04 Date 10:15-12:00 (HG D 12)
  • 22.05 Date 10:15-12:00 (HG D 12)
  • 12.06 Date 13:15-15:00 (HG D 12)
  • 12.08 Date 09:15-11:00 (HG D 12)
2 h weekly

Offered In