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Semester | spring semester 2013 |
Course frequency | Every spring sem. |
Lecturers | Christian Kleiber (christian.kleiber@unibas.ch, Assessor) |
Content | 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. |
Bibliography | R. Winkelmann und S. Boes: Analysis of Microdata, 2. Aufl. Springer 2009. Cameron AC, Trivedi PK (2005): Microeconometrics, Cambridge Univ. Press. |
Weblink | Weblink |
Admission requirements | Prerequisites: Introduction to Econometrics (for students from other departments: regression basics) Advanced Econometrics (for students from other departments: a second course in statistics, notably some likelihood inference) |
Course application | Course Registration: Register in MOnA; Eucor students and exchange students contact the Registrar's Office at the Kollegiengebäude within the registration period. Registration = Enrollment for exam. |
Language of instruction | English |
Use of digital media | No specific media used |
Course auditors welcome |
Interval | Weekday | Time | Room |
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No dates available. Please contact the lecturer.
Modules |
Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Master International and Monetary Economics) Statistics and Computational Science Module (Master Actuarial Science) Vertiefungsmodul Marketing and Strategic Management (Master Business and Economics) Vertiefungsmodul Quantitative Methods (Master Business and Economics) |
Assessment format | end-of-semester examination |
Assessment details | written exam, possibly additional homework assignments written exam: 18.06.2013, 12:15-13:45. WWZ S15: A-Z. |
Assessment registration/deregistration | Registration: course registration |
Repeat examination | no repeat examination |
Scale | 1-6 0,1 |
Repeated registration | as often as necessary |
Responsible faculty | Faculty of Business and Economics , studiendekanat-wwz@unibas.ch |
Offered by | Abteilung Quantitative Methoden: Ökonometrie und Statistik |