| Description |
*** IMPORTANT ***
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Econometrics involves applying statistical methods to analyze economic data and address economic problems. Economists use econometric techniques to measure economic phenomena, test competing theories, forecast variables, and evaluate policies. Similar methods are used across social sciences, business, engineering, medicine, and other fields.
Econometrics II is a mandatory course for obtaining a master's degree in economics. This course provides students with a solid understanding of the theoretical foundations behind commonly used inference techniques in economics, including Ordinary Least Squares (OLS), Instrumental Variables (IV), Two-Stage Least Squares (2SLS), and Generalized Method of Moments (GMM).
Readings:
Fumio Hayashi, "Econometrics", Princeton University Press
Prerequisites: Introduction to Econometrics
Lectures:
Monday, 13:15 - 15:00h, tba
Exercises with assistant Nina Dorta (nina.dorta@unibe.ch)
Mondays, 15.15 - 16.00 hrs, tba
Evaluation:
written midterm exam (tba) and final exam
1st final exam: Monday, 15.12.2025, 14.00 - 16.00 hrs (120 min), tba - please note exam starts on the hour!
2nd final exam: Monday, 09.02.2026, 14.00 - 16.00 hrs (120 min), tba - please note exam starts on the hour! |
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