290068 Applied Econometrics

Detaljer
Fødevareøkonomisk Institut
English titleApplied Econometrics
Tidligst mulig placeringKandidat 1.år til Master udd. (efteruddannelse)
VarighedEn blok
 
Pointværdi7.5 (ECTS)
KursustypeKandidatkursus
 
EksamenSluteksamen

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 undervisningLectures, Computer Laboratory Work, Group Work
 
BlokplaceringBlock 2
Ugestruktur: C
 
UndervisningssprogEngelsk
 
Anbefalede forudsætninger210005 Statistisk dataanalyse 1
 
Obligatoriske forudsætninger290038 Tema: Anvendt økonomisk analyse
Either 290038 or an equivalent course
 
Begrænset deltagerantalNone
 
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
forelæsninger48
teoretiske øvelser30
forberedelse54
eksamen4
projektarbejde60
vejledning10

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