Sommersemester 2006 - Abteilung Volkswirtschaftslehre der ...

generating processes will both be examined. Time permitting there will also
be a introduction to computer programing on both subjects.
Contact person: Prof. Stefan Hoderlein, Ph.D., Tel. 181-3333, e-Mail:
stefan_hoderleinyahoo.com, L7, 3-5, room 126.
Mikroökonometrie
Vorlesung, 2st.
Fr wtl10.15-11.45 28.04.-21.07.2006
Brüggemann, Ralf
L 7 031
In der Vorlesung werden Modelle für qualitativ und begrenzt abhängige
Variablen, Modelle zur Analyse von Verweildauern und Hazardraten-
Modelle besprochen. Die praktische Anwendung dieser Modelle und
empirische Beispiele werden diskutiert. Die erlernten Methoden werden in
Übungen am Computer angewandt.
Vorlesungen und Übungen werden in englischer Sprache gehalten.
Course title: Microeconometrics
Instructor: Dr. Ralf Brüggemann
Method (hours per week): lecture (2) + computer tutorials (1)
Course language: English
Prerequisites: Grundlagen der Ökonometrie
Examination: written, 90 min.
ECTS-Credits: 6
Course description: The lecture gives an introduction to models for
qualitative and limited dependent variables and will cover logit and probit
models for binary dependent variables, multinomial logit and probit models
for unordered and ordered categories. In addition, models for censored and
truncated data and models with sample selection problems as well as
models for duration data will be discussed. The use of these models will be
explained and illustrated using empirical examples. The methods will be
applied in computer tutorials.
Course outline:
1. Introduction and Overview
2. Models for qualitative dependent variables
- Binary choice models (probit and logit)
- Measures of fit and specification tests
- Multinomial logit and probit models for unordered categories
- Multinomial logit and probit models for ordered categories
3. Models for limited dependent variables
- Models for truncated data
- Models for censored data
- Selection bias
4. Count data and duration models
- Count data models
- Duration models
- Hazard rate models
Contact person: Dr. Ralf Brüggemann, Tel. 181-1846, e-Mail:
brueggemwiwi.hu-berlin.de, L7, 3-5, room 1.06
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