Econometrics 2
Lecture
| Instructor: | Oleg Nenadić |
| Time: | Tuesdays, 08 - 10 |
| Venue: | MZG 8.163 |
| Sundry: | Lecture No. 800279, Module No. M.qmw.05, Credits: 6 CP (Master/PhD), 8 CP (Dipl., 3-hrs exam). The course language is English. |
Practicals
| Instructor: | Anja Schindler |
| Time: | Wednesdays, 10 - 12 (tentative) |
| Venue: | MZG 7.153 |
Tutorials
| Instructor: | Karla Hernández Villafuerte |
| Time: | Fridays, 14 - 16 (tentative) |
| Venue: | MZG 8.163 |
Course Overview
- Discrete Choice Models:
- - Linear Probability Model
- Logit, Probit - Multiple Discrete Choice Models:
- - Ordered Probit, Ordered Logit
- Sequential Discrete Choice Model
- Bivariate Probit Model
- Multinomial Logit Model - Generalized Linear Models:
- - Exponential Family and Asymptotic Theory
- Censored and Truncated Samples
- - Tobit I, Tobit II, Tobit III
- Double Hurdle Model - Hypothesis Testing:
- - Lagrange Multiplier Score Test
- Testing for Normality / Heteroscedasticity / Omitted Variables
- Generalized Residuals
- Score Tests - Generalized Method of Moments
- Duration and Survival Analysis
- Panel Data Analysis (overview)
Further Information
Updated: March 23 2012