Inhalt
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Useful prerequisite: Refresher Course in Basic Statistics and Econometrics
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| Kommentar |
Course Description:
Component a) Econometrics of Panel Data and Limited Dependent Variables:
Empirical economic research has become an important part of Economics and Business Administration. To answer empirical questions, a profound knowledge of the corresponding statistical methods and models is essential. This course offers an in-depth discussion of the fundamental multiple linear regression model, the prevalent problem of endogeneity and solutions thereof, as well as the main estimation and inference methods for analyzing panel data and limited dependent variables, such as discrete choice data (e.g. whether a person is employed or unemployed), count data (e.g. the number of car traffic deaths or the number of demanded health care services) and durations (e.g. duration of unemployment, life expectation).
Content overview:
• Brief Review of the Multiple Linear Regression Model
• Endogeneity and Instrumental Variable Estimation
• Panel Data Models
• Discrete Response Models
• Count Data Models
• Representation as Generalized Linear Models
• Models for Partially Observed Data
• Duration analysis
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