Course Details
Country:
Germany
Institution:
Goethe - University Frankfurt
Course Title:
Introduction to Econometrics
Course Number:
WPME:EOEK
Course Description:
The aim of this course is to provide students with an understanding of the fundamental methodologies of modern day Econometrics. In particular, the course will introduce students to the concept of linear regression analysis discussing how to set up and estimate linear regression models, and how to conduct statistical inference with them. In doing so, the course will provide an understanding of the notion of `causal’ inference and, more generally, guidelines for the interpretation of empirical regression results. It will also treat implementation issues related to regression analysis such as misspecification or omitted variables. Extensions to selected `big data’ and machine learning topics will covered where appropriate. Time series analysis will be introduced at the end of the module. The course material will be illustrated using real economic data applications and state of the art software (STATA or R). All topics will be accompanied by theoretical and applied exercises, which
Language:
English
Approved Equivalent:
ECON 345
Attachment Files:
