Intermediate Econometrics This is an intermediate econometrics course, which builds on the introductory econometrics course (L3) and is a prerequisite for applied econometrics and program evaluation courses (M1), as well as the econometrics courses in later years. We will study the main econometric methods used in applied economics.
The first two parts of the course involve a review of the methods taught in the statistics and econometrics courses in the Bachelor of Science in Volkswirtschaftslehre (Economics), as well as some advanced topics in regression analysis. This part is mandatory for all students. In the third part, some further advanced topics will be covered.
W. Newey and D. McFadden, "Large Sample Estimation and Hypothesis Testing", Handbook of Econometrics, Vol 4, 1994. Office hours: by appointment. Office hours: Monday 3:30pm to 5:00pm, or by appointment. Several homework assignments, including programming assignments.