- Master in Business Administration
- Course Type:
- Winter term
- Entire semester
- Course Units:
- Compulsory Attendance:
- Univ.-Prof. Dr.rer.pol. Almut Balleer
The following details taken from the examination regulations MSBWL/13, SMPO 6. Änderungsordnung (zum WS 2018/19) (08.02.2019) are for information purposes only and not legally binding. For legally binding information, please refer to the corresponding official examination regulations of the program Master in Business Administration.
- Stasticial foundation for econometrics
- Estimating linear regression models (least squares, hypothesis tests)
- Beyond OLS (endogeneity, heteroskedasticity, autocorrelation, causality)
- How to work with real world data. Introduction to econometrics software Gretl
- Aqcuisition of empirical methods in order to be able to address and evaluate economic questions with real world data
- Ability to read and judge empirical studies critically
Prior knowledge in basic statistics and matrix algebra is preferable. Literature will be provided for independent preparation
Examination (100%, graded, 60min.) Module Component: Possibility to obtain a bonus via ELearning that improves the final grade by one grade increment
No information available in English at the moment.
- Stock, James H., und Mark W. Watson, Introduction to Econometrics, 2nd/3rd edition, Boston.
- Wooldridge, Jeffrey, Introductory Econometrics - A Modern Approach, South-Western Cengage Learning, 4th edition, 2009.
- Mann, Prem S., Introductory Statistics, Wiley, 7th edition, 2010
More advanced literature:
- Angrist, Joshua D., und Jörn-Steffen Pischke, Mostly Harmless Econometrics, Princeton University Press, 2009.
- Judge, George G. et al, Introduction to the Theory and Practice of Econometrics, Wiley, 2nd edition, 1988.
- Greene, William H., 2008, Econometric Analysis, Prentice Hall, 2011.