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Advanced Topics in Econometrics


Organisational Information

Lecture: Friday, 12pm - 2pm, Prefssor-Huber-Pl. 2(V), Lehrturm-V002, begin: 10/10/2014

Tutorial: Wednesday, 12pm - 2pm, Geschw.-Scholl-Pl. 1, A 213, begin: 15/10/2014

(There will be no strict seperation between Lecture and Tutorial)

Grading: Term Paper (and Presentation)


Syllabus


News

Lecture and Tutorial will start from next week on (15/10) at 12:30pm (and last until 2pm)!!

!No class on Oct 31st!

PS 1 is online

Please registrate for the final exam with the link below.

!No class on Dec 5th!

!! Topics for the term paper are online now and will be assigned on Wednesday 17/12. If you can not attend class, please send an email with your preferences. !!

!! The topics for the term paper have been distributed!! See here.

!! Class starts again at 7/1/2015!!

!! No classes on 16/1, 21/1, 23/1 !! There will be a block course in February or March to catch up the material. Time to be announced !!

"Econometrics Day" takes place at April 17th, 2015 at MEA. Schdeule can be found here.



Lecture Notes

Lecture 8

Lecture 8 - Files (zip-file, download below, press arrow at the right)

Lecture 10 - Files (zip-file, download below, press arrow at the right)

Lecture 11 - Files (zip-file, download below, press arrow at the right)

Lecture 12 (Part I: Introduction to Bayesian Statistics)

Lecture 12 (Part II: Metropolis-Hastings Algorithm and Gibbs Sampling)

Lecture 12 (Part III: Quasi-Bayesian Estimation)


Tutorial

Additional Material


An R-file for demonstrating Quantile Regression can be found below.



Organisational Links


Feedback, Comments, Suggestions for Improvement are highly welcome at any time! Feel free to contact us after / before lecture or fill out the form anonymously.

Ċ
Martin Spindler,
Mar 14, 2015, 1:55 AM
ċ
Lecture 10 - Monte Carlo simulation - Mata.zip
(1k)
Martin Spindler,
Dec 3, 2014, 7:28 AM
ċ
Lecture 8.zip
(3k)
Martin Spindler,
Nov 26, 2014, 5:47 AM
ċ
Lecture11.zip
(3k)
Martin Spindler,
Dec 14, 2014, 6:47 AM
Ċ
Martin Spindler,
Oct 27, 2014, 9:05 AM
Ċ
Martin Spindler,
Dec 18, 2014, 7:18 AM
Ċ
Martin Spindler,
Oct 16, 2014, 12:26 PM
Ċ
Martin Spindler,
Dec 3, 2014, 7:29 AM
Ċ
Martin Spindler,
Dec 14, 2014, 6:47 AM
Ċ
Martin Spindler,
Dec 18, 2014, 3:47 PM
Ċ
Martin Spindler,
Jan 27, 2015, 2:31 PM
Ċ
Martin Spindler,
Oct 21, 2014, 10:56 AM
Ċ
Martin Spindler,
Oct 23, 2014, 10:18 AM
Ċ
Martin Spindler,
Oct 28, 2014, 11:20 AM
Ċ
Martin Spindler,
Nov 4, 2014, 1:20 PM
Ċ
Martin Spindler,
Nov 11, 2014, 10:59 AM
Ċ
Martin Spindler,
Nov 11, 2014, 10:57 AM
Ċ
Martin Spindler,
Nov 30, 2014, 11:55 PM
Ċ
Martin Spindler,
Nov 30, 2014, 11:55 PM
Ċ
Martin Spindler,
Nov 30, 2014, 11:55 PM
ą
Martin Spindler,
Dec 3, 2014, 7:28 AM
ċ
quantreg_demo.R
(4k)
Martin Spindler,
Nov 22, 2014, 3:03 AM
Ċ
Martin Spindler,
Sep 25, 2014, 12:26 AM
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