Sommersemester 2006 - Abteilung Volkswirtschaftslehre der ...
Sommersemester 2006 - Abteilung Volkswirtschaftslehre der ...
Sommersemester 2006 - Abteilung Volkswirtschaftslehre der ...
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generating processes will both be examined. Time permitting there will also<br />
be a introduction to computer programing on both subjects.<br />
Contact person: Prof. Stefan Ho<strong>der</strong>lein, Ph.D., Tel. 181-3333, e-Mail:<br />
stefan_ho<strong>der</strong>leinyahoo.com, L7, 3-5, room 126.<br />
Mikroökonometrie<br />
Vorlesung, 2st.<br />
Fr wtl10.15-11.45 28.04.-21.07.<strong>2006</strong><br />
Brüggemann, Ralf<br />
L 7 031<br />
In <strong>der</strong> Vorlesung werden Modelle für qualitativ und begrenzt abhängige<br />
Variablen, Modelle zur Analyse von Verweildauern und Hazardraten-<br />
Modelle besprochen. Die praktische Anwendung dieser Modelle und<br />
empirische Beispiele werden diskutiert. Die erlernten Methoden werden in<br />
Übungen am Computer angewandt.<br />
Vorlesungen und Übungen werden in englischer Sprache gehalten.<br />
Course title: Microeconometrics<br />
Instructor: Dr. Ralf Brüggemann<br />
Method (hours per week): lecture (2) + computer tutorials (1)<br />
Course language: English<br />
Prerequisites: Grundlagen <strong>der</strong> Ökonometrie<br />
Examination: written, 90 min.<br />
ECTS-Credits: 6<br />
Course description: The lecture gives an introduction to models for<br />
qualitative and limited dependent variables and will cover logit and probit<br />
models for binary dependent variables, multinomial logit and probit models<br />
for unor<strong>der</strong>ed and or<strong>der</strong>ed categories. In addition, models for censored and<br />
truncated data and models with sample selection problems as well as<br />
models for duration data will be discussed. The use of these models will be<br />
explained and illustrated using empirical examples. The methods will be<br />
applied in computer tutorials.<br />
Course outline:<br />
1. Introduction and Overview<br />
2. Models for qualitative dependent variables<br />
- Binary choice models (probit and logit)<br />
- Measures of fit and specification tests<br />
- Multinomial logit and probit models for unor<strong>der</strong>ed categories<br />
- Multinomial logit and probit models for or<strong>der</strong>ed categories<br />
3. Models for limited dependent variables<br />
- Models for truncated data<br />
- Models for censored data<br />
- Selection bias<br />
4. Count data and duration models<br />
- Count data models<br />
- Duration models<br />
- Hazard rate models<br />
Contact person: Dr. Ralf Brüggemann, Tel. 181-1846, e-Mail:<br />
brueggemwiwi.hu-berlin.de, L7, 3-5, room 1.06<br />
32