| Ansvarligt institut | 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 prøve Skriftlig auditorieeksamen Alle hjælpemidler tilladt Beskrivelse af eksamen: Final written exam (4 hours) consisting of questions on the theoretical material covered in the lectures Written Report: students will work on the completion of applied case studies 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: 10. november 2011 | ||||||||||||||||
| Rammer for Undervisning | Lectures, Computer Laboratory Work, Group Work | ||||||||||||||||
| Blokplacering | Block 1 Ugestruktur: A | ||||||||||||||||
| Undervisningssprog | Engelsk | ||||||||||||||||
| Anbefalede forudsætninger | 210005 Statistisk dataanalyse 1 290038 Tema: Anvendt økonomisk analyse 290038 can be replaced with 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 case-reports | |||||||||||||||||
| 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 panel data, data with a binary dependent variable and other types of limited dependent variables. - Reflect about econometric problems and solutions in relation to endogenous regressors. Skills and competencies: - Understand the concepts of consistency, unbiasedness and asymptotic normality of estimators. - Understand the concept of prediction, and understand that the calculation of expected values varies between models. - Understand the concept of endogeneity - Discuss the results of econometric analyses based on model assumptions and limitations. - Interpret outcomes of econometric analyses and draw appropriate conclusions. - Formulate, estimate and interpret results of multiple linear regression models. - Formulate, estimate and interpret results of econometric models for binary dependent variables. - Formulate, estimate and interpret results of econometric models for corner solution responses. (Only corners eq. to zero) - Formulate, estimate and interpret results of econometric models for count data. - Formulate, estimate and interpret results of linear econometric models for panel data. - Formulate, estimate and interpret results of linear econometric models with endogenous regressors. | |||||||||||||||||
| Litteraturhenvisninger | |||||||||||||||||
| - Jeffrey M. Wooldridge. Introductory Econometrics: A Modern Approach, South-Western. Software: R | |||||||||||||||||
| Kursusansvarlig | |||||||||||||||||
| Sinne Smed, ss@foi.dk, Fødevareøkonomisk Institut/Faggruppe for Forbrug, Sundhed og Etik, Tlf: 353-36849 Laura Mørch Andersen, la@foi.dk, Fødevareøkonomisk Institut/Faggruppe for Forbrug, Sundhed og Etik, Tlf: 353-31023 | |||||||||||||||||
| Studienævn | |||||||||||||||||
| Studienævn NSN | |||||||||||||||||
| Kursusbeskrivelsesomfang | |||||||||||||||||
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