Fødevareøkonomisk Institut | |||||||||||||||||
English title | Applied Econometrics | ||||||||||||||||
Tidligst mulig placering | Kandidat 1.år til Master udd. (efteruddannelse) | ||||||||||||||||
Varighed | En blok | ||||||||||||||||
Pointværdi | 7.5 (ECTS) | ||||||||||||||||
Kursustype | Kandidatkursus | ||||||||||||||||
Eksamen | Sluteksamen skriftlig og mundtlig eksamen Skriftlig auditorieeksamen uden hjælpemidler Beskrivelse af eksamen: Final written exam (two hours): consisting of questions on the theoretical material covered in the lectures Written Report: students will work individually on the completion of an applied case study where econometric analysis has to be used to analyse different data problems and assess the quality of the results. Vægtning: 50% final written exam 50% written report 7-trinsskala, intern censur Eksamensdatoer: 24 January 2009 | ||||||||||||||||
Rammer for undervisning | Lectures, Computer Laboratory Work, Group Work | ||||||||||||||||
Blokplacering | Block 2 Ugestruktur: C | ||||||||||||||||
Undervisningssprog | Engelsk | ||||||||||||||||
Anbefalede forudsætninger | 210005 Statistisk dataanalyse 1 | ||||||||||||||||
Obligatoriske forudsætninger | 290038 Tema: Anvendt økonomisk analyse Either 290038 or an equivalent course | ||||||||||||||||
Begrænset deltagerantal | None | ||||||||||||||||
Kursusindhold | |||||||||||||||||
This course aims at providing the student basic knowledge about relatively advanced regression models and methods that are relevant to applied economists. With a mix of econometric theory and applications the course will develop the student's skills to conduct own empirical research projects. | |||||||||||||||||
Undervisningsform | |||||||||||||||||
lectures, own reading, exercises, computer laboratory work, and independent work with the case-report | |||||||||||||||||
Målbeskrivelse | |||||||||||||||||
The main objective of the course is to provide an introduction to the more advanced themes in econometric modeling with an emphasis on application of estimation techniques and statistical testing. After completing the course it is expected that the student is able to: Knowledge: - Reflect about the appropriate choice of estimator given certain types of data such as time series data, panel data, and data with a binary dependent variable. - Reflect about econometric problems and solutions in relation to endogenous regressors. Skills: - Analyse consistency and asymptotic normality of estimators in certain econometric models. Competences: - Formulate and estimate econometric models based on different data sets such as cross-sections, time series and panel data. - Interpret outcomes of econometric analyses and draw appropriate conclusions. - Discuss the results of econometric analyses based on model assumptions and limitations. | |||||||||||||||||
Litteraturhenvisninger | |||||||||||||||||
- James H. Stock and Mark W. Watson. Introduction to Econometrics. Addison Wesley, 2003 - Jeffrey M. Wooldridge. Introductory Econometrics: A Modern Approach, Third Edition. Thomson South-Western, 2006. - Jeffrey M. Wooldridge. Econometric Analysis of Cross Section and Panel Data. The MIT Press, 2002. Software: R, STATA | |||||||||||||||||
Kursusansvarlig | |||||||||||||||||
Lartey Lawson, law@foi.dk, Fødevareøkonomisk Institut/Afdeling for Produktion og Teknologi, Tlf: 35336884 | |||||||||||||||||
Studienævn | |||||||||||||||||
Studienævn NSN | |||||||||||||||||
Kursusbeskrivelsesomfang | |||||||||||||||||
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