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FH Düsseldorf 2011-2012 Pablo Agnese

Introduction to Econometrics. pablo.agnese@fh-duesseldorf.de www.pabloagnese.com (23.32 00.43). FH Düsseldorf 2011-2012 Pablo Agnese. Outline. Unit 1: Introduction Unit 2: Regression analysis Unit 3: Regression analysis : Further details Unit 4: Binary dependent variable

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FH Düsseldorf 2011-2012 Pablo Agnese

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  1. Introduction to Econometrics pablo.agnese@fh-duesseldorf.de www.pabloagnese.com (23.32 00.43) FH Düsseldorf 2011-2012 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 • Gujarati, D., Basic econometrics, 5th ed. 2008 • Gujarati, D., Essentials of econometrics, 4th ed. 2009 • Gujarati, D., Econometrics by example, 2011 • Stundenmund, 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

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