Veranstaltungshinweis: Introduction to Quantitative Methods I - Course for doctoral students [28.04.16]
As already announced earlier this year, Prof. Robert Jung will offer the course Introduction to Quantitative Methods I this semester for the first time.Dear doctoral students,
as already announced earlier this year I will offer the course Introduction to Quantitative Methods I this semester for the first time.
The course is open for doctoral students and post docs with little or no exposure to econometrics during their master studies or who want to refresh their knowledge in basic econometrics. The course in partricular provides the necessary background for the advanced courses within the doctoral study program.
Note, however, that students who have successfully attended an equivalent course during their master studies cannot earn credits for the doctoral study program in this course. The same applies to students which have already earned credits in the Advanced Topics in Econometrics modules of your doctoral study program.
The course provides an overview over important econometric models and methods from an introductory perspective. Starting point is the multiple linear regression model. Further topics to be covered are: instrumental variable estimation, time series econometrics, tests for stationarity, panel data models and models for limited dependent variables.
The course will be based on:
Wooldridge, J.M. (5ed): Introductory Econometrics. A Modern Approach. South-Western
I expect participants to have knowledge in fundamentals of probability theory and mathematical statistics on the level of appendices B and C in Wooldridges textbook. Moreover, I expect that participants have worked through the Chapter 2 of the textbook, which covers the simple linear regression model. The course will start with the material given in Chapter 3 of the book.
Basic knowledge of STATA is expected as practical examples will be solved using STATA.
Alternative you can work through the practial examples using R and the nice book by Florian Heiss, an online version of which can be found here: http://www.urfie.net/read/mobile/index.html#p=1
The course will take place on the 17.-20.5.2016, 9 am - 5 pm.
You need to apply for the course following the link to the ilias group "Introduction to Quantitative Methods I (PhD Econ)" https://ilias.uni-hohenheim.de/goto.php?target=crs_517503&client_id=UHOH
Please provide your name, your affiliation in Hohenheim and, briefly, your background in statistics and econometrics. Also you should already indicate at this stage if you wish to earn credits for our doctoral study program.
Do not hesitate to contact me if you have questions.
Robert Jung