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| Semester | spring semester 2018 |
| 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. 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. |
| Bibliography | 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 |
| Admission requirements | 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) |
| Course application | Registration: Please enrol in MOnA. Enrolment = Registration for the exam! |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Course auditors welcome |
| Interval | Weekday | Time | Room |
|---|
No dates available. Please contact the lecturer.
| Modules |
Module: Core Competences in Economics (Master's Studies: Sustainable Development) Non-Life Insurance Module (Master's Studies: Actuarial Science) Specialization Module: Areas of Specialization in International and/or Monetary Economics (Master International and Monetary Economics) Specialization Module: Marketing and Strategic Management (Master Business and Economics) Specialization Module: Quantitative Methods (Master Business and Economics) Statistics and Computational Science Module (Master's Studies: Actuarial Science) |
| Assessment format | end-of-semester examination |
| Assessment details | 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. |
| 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 | Faculty of Business and Economics |