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| Semester | Frühjahrsemester 2018 |
| Angebotsmuster | Jedes Frühjahrsem. |
| Dozierende | Christian Kleiber (christian.kleiber@unibas.ch, BeurteilerIn) |
| Inhalt | Introductory econometrics courses mainly cover the linear regression model, which is suitable for modelling response variables that may be considered as continuous. However, there are many practical situations where data are naturally discrete, e.g. binary, multinomial, or count data. The course will cover the classical nonlinear regression models for such data. It will use the framework of generalized linear models (GLMs), which provides a unified approach to models such as logit, probit and Poisson regression. Inference will be likelihood based. Empirical illustrations may include data from labor economics, health economics, or marketing, among further sources. The course will make use of the R language for statistical computing and graphics, hence basic knowledge of this software (including data import, running regressions) is expected. All course materials are on OLAT. NB. In order to make room for further (regression) models, there will at most be a brief review of likelihood methods this year. Participants are expected to be familiar with these methods at the level of the compulsory MSc level Econometrics course. |
| Literatur | Literature: Winkelmann R, Boes S: Analysis of Microdata, 2nd ed, Springer 2009. Cameron AC, Trivedi PK (2005): Microeconometrics, Cambridge Univ. Press. Fahrmeir, L, Kneib T, Lang S, Marx B (2013): Regression -- Models, Methods and Applications, Springer. [available in electronic form via the university library!] |
| Weblink | Weblink |
| Teilnahmebedingungen | Prerequisites: Completed bachelor's degree (for students majoring in Business and Economics) Introduction to Econometrics (for students from other departments: regression basics) Econometrics [MSc] (for students from other departments: a second course in statistics, notably likelihood methods) |
| Anmeldung zur Lehrveranstaltung | Registration: Please enrol in MOnA. Enrolment = Registration for the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| HörerInnen willkommen |
| Intervall | Wochentag | Zeit | Raum |
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Keine Einzeltermine verfügbar, bitte informieren Sie sich direkt bei den Dozierenden.
| Module |
Modul Schadenversicherung (Masterstudium: Actuarial Science) Modul Statistik und Computational Science (Masterstudium: Actuarial Science) Modul: Kernbereich Wirtschaftswissenschaften (Masterstudium: Sustainable Development) Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Master International and Monetary Economics) Vertiefungsmodul Marketing and Strategic Management (Master Wirtschaftswissenschaften) Vertiefungsmodul Quantitative Methods (Master Wirtschaftswissenschaften) |
| Leistungsüberprüfung | Semesterendprüfung |
| Hinweise zur Leistungsüberprüfung | Notes for the Assessment: Written exam (date and duration TBA). Participants may bring (1) a dictionary, (2) a calculator (subject to the usual constraints), two DIN A4 pages (not 2 x 2!) of their own, HANDWRITTEN notes. In addition, there will be at least two assignments, for which students may work in groups of two. Each assignment will account for 10% of the final grade. written exam: 21.06.18; 9:00-10:30. HS 102: A-Z. Die Adressen der Prüfungsräume finden Sie hier: https://wwz.unibas.ch/de/studium/pruefungen/vorlesungs-und-pruefungsraeume/ . Bitte kontrollieren Sie die Raumzuteilung kurz vor den Prüfungen noch einmal! You can still withdraw from the examination by submitting a completed, signed form to our office from 27.03.18 until 06.04.18 / 12:00 o’clock. Withdrawals sent by email will not be accepted. You will find the examination withdrawal form on the Homepage of the Student Dean’s Office. Prior to 26.03.18, please only use MONA for withdrawing. The exam rooms will be published up to 25.05.18. |
| An-/Abmeldung zur Leistungsüberprüfung | Anmeldung: Belegen |
| Wiederholungsprüfung | keine Wiederholungsprüfung |
| Skala | 1-6 0,1 |
| Wiederholtes Belegen | beliebig wiederholbar |
| Zuständige Fakultät | Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch |
| Anbietende Organisationseinheit | Wirtschaftswissenschaftliche Fakultät |