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41957-01 - Vorlesung: Advanced Econometrics (3 KP)
| Semester | Herbstsemester 2025 |
| 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. |
| 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. (2010), Econometric Analysis of Cross Section and Panel Data, 2nd Ed., MIT Press. |
| Weblink | Further Information |
| Teilnahmevoraussetzungen | Prerequisites: Completed BA in Business and Economics and knowledge in statistics, particularly the linear regression model. |
| Anmeldung zur Lehrveranstaltung | Registration: Please enroll in the Online Services (services.unibas.ch); Eucor-Students and mobility students of other Swiss Universities or the FHNW first have to register at the University of Basel BEFORE the start of the course and receive their login data by post (e-mail address of the University of Basel). Processing time up to a week! Detailed information can be found here: https://www.unibas.ch/de/Studium/Mobilitaet.html After successful registration you can enroll for the course in the Online Services (services.unibas.ch). Applies to everyone: Enrolment = Registration for the course and the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| HörerInnen willkommen |
| Intervall | Wochentag | Zeit | Raum |
|---|---|---|---|
| wöchentlich | Donnerstag | 14.15-16.00 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
Einzeltermine
| Module |
Modul: Core Courses in Data Science and Computational Economics (Masterstudium: Wirtschaftswissenschaften) Modul: Core Courses in Economics (Masterstudium: Wirtschaftswissenschaften) Modul: Field Electives in Economics and Public Policy (Masterstudium: Economics and Public Policy) Modul: Kernbereich Wirtschaftswissenschaften (Masterstudium: Sustainable Development) Modul: Methoden der Wirtschaftswissenschaften (Masterstudium: European Global Studies) Modul: Specific Electives in Business and Economics (Masterstudium: Wirtschaftswissenschaften) Modul: Specific Electives in Data Science and Computational Economics (Masterstudium: Wirtschaftswissenschaften) Modul: Specific Electives in Economics (Masterstudium: Wirtschaftswissenschaften) Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Masterstudium: International and Monetary Economics) |
| Prüfung | Leistungsnachweis |
| Hinweise zur Prüfung | written exam: tbd |
| An-/Abmeldung zur Prüfung | Anm.: Belegen Lehrveranstaltung; Abm.: stornieren |
| 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 / WWZ |