1 / 9

FH Düsseldorf 2012-2013 Pablo Agnese

Applied Econometrics for Managers. pablo.agnese@fh-duesseldorf.de www.pabloagnese.com (23.32 00.43). FH Düsseldorf 2012-2013 Pablo Agnese. Outline. Unit 1: Introduction Unit 2: Regression analysis Unit 3: Regression analysis : Further details Unit 4: Binary dependent variable

nysa
Download Presentation

FH Düsseldorf 2012-2013 Pablo Agnese

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Applied Econometrics for Managers pablo.agnese@fh-duesseldorf.de www.pabloagnese.com (23.32 00.43) FH Düsseldorf 2012-2013 Pablo Agnese

  2. Outline • Unit 1: Introduction • Unit 2: Regression analysis • Unit 3: Regression analysis : Further details • Unit 4: Binary dependent variable • Unit 5: Time series

  3. Goals • Basic concepts in quantitative analysis • Some technical stuff  • More technical stuff   • We will learn how to use Eviews   

  4. Literature • Griffiths, W. Using Eviews: For principles of econometrics, 4th ed., 2011 • Gujarati, D., Basic econometrics, 5th ed. 2008 • Gujarati, D., Econometrics by example, 2011 • Studenmund, A.H., Using econometrics: A practical guide, 5th ed. 2005. • Wooldridge, J., Introduction to econometrics: A modern approach, 4th ed. 2008

  5. Grading Test (80%) Weekly exercises (20%) Monitoring: email exchange and/or tutorials Eviews

  6. Unit 1: Introduction • Unit 2: Regression analysis • Unit 3: Regression analysis : Further details • Unit 4: Binary dependent variable • Unit 5: Time series

  7. 1.Introduction 1.1 What is econometrics? • Calculus • Probability • Statistics • Game theory Scientific method (econometrics): • Hypotheses or theory • Mathematical model • Econometric model • Data • Estimation • Hypothesis testing • Structural analysis, forecasting, simulations

  8. 1.Introduction 1.2 Definitions • Population • Sample • Random variable • Distribution function / relative frequency • Parameter • Estimator 1.3 Data • Cross section • Time series • Panel data

  9. 1.Introduction 1.4 Variables • Quantitative: discrete or continuous • Qualitative: ordinal or cardinal 1.5 Some widely used measures: • Of centralization: mean (expected value), median, mode… • Of position: quartiles, deciles, percentiles… • Dispersion: rank, variance, standard deviation, CV… • Skewness • Kurtosis

More Related