Lecturer: Professor Markus Brueckner (Australian National University)
Date: December 7-11, 2020
Venue: TU Dresden
Registration: until November 15, 2020 via email email@example.com.
The lecture format will be online. The participants receive a dropbox link, which contains the video recordings.
2. An Introduction to Linear Regression
3. Interpreting and Comparing Regression Models
4. Heteroskedasticity and Autocorrelation
5. Endogenous Regressors, Instrumental Variables and GMM
6. Maximum Likelihood Estimation and Specification Tests
7. Models with Limited Dependent Variables
8. Univariate Time Series Models
9. Multivariate Time Series Models
10. Models Based on Panel Data
11. Special Topic: Causal Identification with Macroeconomic Data
Marno Verbeek: A Guide to Modern Econometrics, 5th Edition, Wiley