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41957-01 - Vorlesung: Fundamentals of Econometric Theory (3 KP)
| Semester | Herbstsemester 2018 |
| Angebotsmuster | Jedes Herbstsemester |
| Dozierende | Kurt Schmidheiny (kurt.schmidheiny@unibas.ch, BeurteilerIn) |
| Inhalt | 1. Elements of matrix algebra: basic operations, trace, rank, inverse, eigenvalue and spectral decomposition 2. Elements of probability theory: random variables, joint, conditional and marginal distribution, expected value and other moments, change of variables 3. Elements of statistics: point estimation, interval estimation, hypothesis testing, large sample theory 4. The algebra of the multivariate linear regression: degrees of freedom, Gauss-Markov theorem, Frisch-Waugh-Lovell theorem 5. The algebra of instrumental variable estimation 6. The algebra of basic panel data methods: within and between transformation, testing for unrelated effects under non-spherical disturbances 7. Maximum Likelihood Estimation 8. Binary choice as an example of deriving estimators and their properties using maximum likelihood |
| Lernziele | This course is a supplement to the course “Econometrics” (12036) for ambitious students. The course follows the topics of Econometrics every week providing formal proofs and additional results using matrix algebra and asymptotic theory. The course is the basis for the more advanced MSc courses in econometrics (Microeconometrics I and II, Time Series Analysis I and II). |
| Literatur | - Amemiya, Takeshi (1994), Introduction to Statistics and Econometrics, Harvard University Press. - Cameron, A. Colin and Pravin K. Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press. - Davidson, Russell and James G. MacKinnon (2004), Econometric Theory and Methods, Oxford University Press. - Hayashi, Fumio (2000), Econometrics, Princeton University Press. - Wooldridge, Jeffrey M. (2002), Econometric Analysis of Cross Section and Panel Data, MIT Press. |
| Weblink | Weblink |
| Anmeldung zur Lehrveranstaltung | Registration: Please enrol in MOnA. EUCOR-Students and students of other Swiss Universities have to enrol at the students administration office (studseksupport1@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| Intervall | Wochentag | Zeit | Raum |
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Keine Einzeltermine verfügbar, bitte informieren Sie sich direkt bei den Dozierenden.
| Module |
Modul: Kernbereich Wirtschaftswissenschaften (Masterstudium: Sustainable Development) Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Masterstudium: International and Monetary Economics) Vertiefungsmodul: Quantitative Methods (Masterstudium: Wirtschaftswissenschaften) |
| Prüfung | Semesterendprüfung |
| Hinweise zur Prüfung | written exam: 22.01.19; 10:15-11:45. WWZ S15: A-Z. You can still withdraw from the examination by submitting a completed, signed form to our office from 16.10.18 until 26.10.18 / 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 15.10.18, please only use MONA for withdrawing. The exam rooms will be published up to 09.12.18. |
| An-/Abmeldung zur Prüfung | Anmeldung: Belegen |
| Wiederholungsprüfung | keine Wiederholungsprüfung |
| Skala | 1-6 0,1 |
| Belegen bei Nichtbestehen | beliebig wiederholbar |
| Zuständige Fakultät | Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch |
| Anbietende Organisationseinheit | Wirtschaftswissenschaftliche Fakultät |