Quantitative Forschungsmethoden

Kurs ID

QUANT301, QUANT303

Art des Kurses

BSc Kurs

Wochenstunden

4,0

ECTS

6.0

Semester

FS 2021

Vortragssprache

Englisch

Vortragende/r

Prof. Dr. Michael Massmann

Bitte beachten Sie, dass AustauschstudentInnen im BSc-Programm der WHU eine höhere Anzahl an Credits erwerben als hier aufgeführt. Für weitere Informationen wenden Sie sich bitte direkt an das [International Relations Office].

Kursinhalt

The purpose of this course is to introduce modern econometric techniques and apply them to real world data sets. The material covered in this course includes an in-depth analysis of the linear regression model, least-squares estimation and statistical inference in this setting. Subsequently, nonlinear regression models are discussed and an introduction to panel data as well as stationary time series analysis is given. Empirical data sets are taken from finance and macroeconomics.

Termine

Date	Time
Monday, 19.04.2021	11:30 - 15:15
Monday, 08.03.2021	11:30 - 15:15
Monday, 11.01.2021	11:30 - 15:15
Friday, 19.02.2021	15:30 - 18:45
Monday, 22.02.2021	11:30 - 15:15
Tuesday, 13.04.2021	11:30 - 15:15
Thursday, 29.04.2021	14:00 - 17:00

Lernerfolge

By the end of this course, students will have a sound understanding of fundamental
econometric techniques and will be able to apply them to real world data sets using
modern software.

Literatur

Stock and Watson (2015): Introductory Econometrics

Lernmethoden

The course takes the form of interactive lectures with exercises: on the one hand, theoretical material is presented and illustrated by means of empirical examples using the R statistical computing environment; on the other hand, participants are given exercises to practice the use of newly-learned concepts, both conceptually and on the computer.

Art der Prüfung

written exam

Voraussetzungen

Familiarity with the topics covered in Statistics I and II is assumed.

Umfang

180