Applied Econometrics

Lecturer: Professor Markus Brueckner (Australian National University)
Date: December 7-11, 2020
Venue: TU Dresden
Registration: until November 15, 2020 via email yvonne.bludau@tu-dresden.de.

The lecture format will be online. The participants receive a dropbox link, which contains the video recordings.

Syllabus pdf

Course outline
1. Introduction
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

Literature
Marno Verbeek: A Guide to Modern Econometrics, 5th Edition, Wiley