Skip to content

Freie Universität Bozen

Wirtschaftsökonometrie

Semester 1 · 27347 · Bachelor in Wirtschaftswissenschaften und Betriebsführung · 6KP · EN


- Matrix Algebra, Stochastic Issues and Distribution Theory

- Linear Regression with a Single Regressor and with¿ Multiple Regressors

- Hypothesis Tests and Confidence Intervals in Linear¿Regression Models

- Special topics in linear regressions, such as¿ heteroscedasticity and autocorrelation

- Regression with Panel Data (Advantages and limitations of¿ fixed and random effects regression)

- Regression with a Binary Dependent Variable, Categorical¿ data analysis

Lehrende: Francesco Ravazzolo, Gery Andres Diaz Rubio

Vorlesungsstunden: 36
Laboratoriumsstunden: 20
Anwesenheitpflicht: Attendance not compulsory but recommended

Themen der Lehrveranstaltung
This introductory econometrics course provides a comprehensive overview of statistical methods for analyzing economic data. It starts with the foundational concepts of Matrix Algebra, Stochastic Issues, and Distribution Theory, which are essential for understanding the underlying principles. The core of the course focuses on Linear Regression, beginning with a single regressor and expanding to models with multiple regressors. The students will learn to perform Hypothesis Tests and construct Confidence Intervals to draw valid conclusions from your data. The curriculum also addresses common real-world challenges in regression, such as heteroscedasticity and autocorrelation. Finally, the course covers advanced topics in data analysis, including a detailed examination of Regression with Panel Data, exploring the differences between fixed and random effects, and methods for analyzing qualitative data through Regression with a Binary Dependent Variable and Categorical Data Analysis.

Unterrichtsform
Lectures, practical labs, group project, face-to-face coaching and mentoring, guest lectures from external experts.

Art der Prüfung
For attending students doing the mid-term assignment: written exam and a mid-term assignment. The written exam includes an essay and practitcal questions to test knowledge of theory, method and application skills. Oral group assignment carried in groups in the mid-term in a form of a presentation. For non-attending students or attending students without mid-term assignment: written exam. The written exam includes two essays and several practical questions to test knowledge of theory,

Bewertungskriterien
Final mark for students doing the mid-term assignment is a sum of marks from the group assignment and a written exam. Student will analyse econometric problems in both academic and practical contexts, displaying effective quantitative problem-solving skills. With a clarity of answers and mastery of research method, ability to collect and process the data, make critical comparisons and judgements, summarize, establish and measure the relationships within the project. An assignment also test student’s ability to work in a team, creativity, IT and communication skills, critical thinking, cooperation and demonstrate individual‘s reflection and judgement. Final written exam. Final mark for students without the mid-term assignment is the result of the written exam.

Pflichtliteratur

Slides provided by professor.



Weiterführende Literatur

Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, and Herman K. van Dijk, Econometric Methods with Applications in Business and Economics, Oxford University Press.

Marno Verbeek, A Guide to Modern Econometrics, Wiley 4th Edition.

Jim H. Stock and Mark W. Watson, Introduction to Econometrics, Pearson International 3d Edition.




Als PDF herunterladen

Ziele für nachhaltige Entwicklung
Diese Lehrtätigkeit trägt zur Erreichung der folgenden Ziele für nachhaltige Entwicklung bei.

4 5 8 9 13 17

Infoanfrage