ECO08E: Applied Econometrics

  • Teaching

    Details

    Faculty Faculty of Management, Economics and Social Sciences
    Domain Economics
    Code UE-EEP.00358
    Languages English
    Type of lesson Lecture
    Level Bachelor
    Semester SA-2023

    Schedules and rooms

    Summary schedule Wednesday 08:15 - 11:00, Hebdomadaire (Autumn semester)
    Hours per week 3

    Teaching

    Teachers
    • Huber Martin
    Assistants
    • Stoller Andreas
    Description This course is an extension of the basic course "Statistics II". Building on the introductory econometric concepts of the latter, "Applied Econometrics" deals with econometric methods and their practical application in the presence of particular problems such as:
    1) nonlinear models
    2) heteroscedasticity (non-constant variances of the residuals)
    3) non-random sampling
    4) measurement errors in variables
    5) omitted variables and endogeneity
    6) time constant omitted variables (“fixed effects”) in panel data

    As practical illustration and for further intuition, the contents of the lecture are applied to real data in 4 PC lab sessions using the statistical software “R”. A short introduction to “R” is provided in the first PC lab.

    The course documents you find on our website (see "Other information" below)
    Training objectives Students should be able to understand and practically apply the statistical/econometric models and methods discussed in the lecture.
    Softskills
    Yes
    Off field
    No
    BeNeFri
    Yes
    Mobility
    Yes
    UniPop
    No
    Auditor
    Yes

    Documents

    Bibliography 1) Wooldridge, J. M. (2016): Introductory Econometrics. A Modern Approach, 6th edition, Cengage Learning.
    2) Angrist, J. D. and J.-S. Pischke (2014): Mastering ’Metrics: The Path from Cause to Effect, Princeton University Press.
  • Dates and rooms
    Date Hour Type of lesson Place
    20.09.2023 08:15 - 11:00 Cours PER 21, Room C120
    27.09.2023 08:15 - 11:00 Cours PER 21, Room C120
    04.10.2023 08:15 - 11:00 Cours PER 21, Room C120
    11.10.2023 08:15 - 11:00 Cours PER 21, Room C120
    18.10.2023 08:15 - 11:00 Cours PER 21, Room C120
    25.10.2023 08:15 - 11:00 Cours PER 21, Room C120
    08.11.2023 08:15 - 11:00 Cours PER 21, Room C120
    22.11.2023 08:15 - 11:00 Cours PER 21, Room C120
    29.11.2023 08:15 - 11:00 Cours PER 21, Room C120
    06.12.2023 08:15 - 11:00 Cours PER 21, Room C120
    13.12.2023 08:15 - 11:00 Cours PER 21, Room C120
    20.12.2023 08:15 - 11:00 Cours PER 21, Room C120
  • Assessments methods

    Written exam - SA-2023, Session d'hiver 2024

    Date 09.01.2024 11:00 - 12:30
    Assessments methods By rating
    Descriptions of Exams

    Examination time: 90 Min. and participation in PC labs

    Written exam - SP-2024, Session de rattrapage 2024

    Date 21.08.2024 11:00 - 12:30
    Assessments methods By rating
    Descriptions of Exams

    Examination time: 90 Min. and participation in PC labs

  • Assignment
    Valid for the following curricula:
    Ba - Business Informatics - 180 ECTS
    Version: 2020/SA_V02
    3nd year 60 ECTS > 3rd year courses > Cours à choix min. 14 ECTS / Wahlkurse min. 14 ECTS > ECO08 Applied Econometrics

    Ba - Communication Studies - 90 ECTS
    Version: 2023/SA_V01
    2nd and 3rd year - 54 ECTS > Course - 39ECTS > Elective courses - 15 ECTS > Elective courses of the SES Faculty > Elective BA courses SES max 4.5

    Ba - Economics - 180 ECTS
    Version: 2018/SA_V03
    3nd year 60 ECTS > Mandatory elective courses - Minimum 27 ECTS > Wahlpflichtkurse in Volkswirtschaftslehre min. 27 ECTS - SH 2018 > ECO08 Applied Econometrics

    Ba - Management - 180 ECTS
    Version: 2019/SA-V02
    3nd year 60 ECTS > 3rd year courses > Cours à choix min. 18 ECTS / Wahlkurse min. 18 ECTS > Wahlkurse in Volkswirtschaftslehre für Betriebswirtschaftslehre 180 ECTS - HS 2018 - 3. Jahr > ECO08 Applied Econometrics
    2nd year 60 ECTS > Cours à choix / Wahlkurse min. 12 ECTS > Wahlkurse in Volkswirtschaftslehre für Betriebswirtschaftslehre 180 ECTS - HS 2018 - 2. Jahr > ECO08 Applied Econometrics

    Ba - Management - 180 ECTS
    Version: 2018/SA_V02
    3nd year 60 ECTS > 3rd year courses > Cours à choix min. 18 ECTS / Wahlkurse min. 18 ECTS > Wahlkurse in Volkswirtschaftslehre für Betriebswirtschaftslehre 180 ECTS - HS 2018 - 3. Jahr > ECO08 Applied Econometrics
    2nd year 60 ECTS > Cours à choix / Wahlkurse min. 12 ECTS > Wahlkurse in Volkswirtschaftslehre für Betriebswirtschaftslehre 180 ECTS - HS 2018 - 2. Jahr > ECO08 Applied Econometrics

    Ba - Management and Economics - 120 ECTS
    Version: 2018/SA_V02
    2nd + 3rd year - 78 ECTS > Kurse > Wahlkurse > Wahlkurse in Volkswirtschaftslehre > ECO08 Applied Econometrics

    BeNeFri - Sciences économiques et sociales
    Version: 2018/SP_V01_SES_BeNeFri
    Course > Bachelor course offering for BeNeFri Students

    Comp - Additional Programme HES Economics - 30 ECTS
    Version: 2018/SA_v01
    Elective courses for the HES complementary programme - MA Ecopol
    Compulsory courses > Statistique approfondissement ou Applied econometrics > Empirische Wirtschaftsforschung HS 16 / Applied Econometrics

    Comp - Additional programme HES – Data Analytics & Economics - 30 ECTS
    Version: 2023/SP_V01
    Mandatory Courses > ECO08 Applied Econometrics

    Complementary learnings in SES or mobility students
    Version: ens_compl_ses
    Bachelor course offering for Mobility Students

    Doc - Business Informatics
    Version: 20210713
    Elective courses > Wahlkurse UNIFR

    Doc - Economics
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR

    Doc - Economie quantitative
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR

    Doc - Management
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR

    Doc - Management in Nonprofit-Organisation
    Version: 2002/SA_V01_60ECTS Théoriques
    Elective courses > Wahlkurse UNIFR

    Doc - Sciences sociales
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR

    Doc - Sciences économiques et sociales
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR

    Education / Psychology 120
    Version: SA20_BA_bil_v01
    BP1.7-B Bereichsübergreifende Kompetenzen / Compétences transversales

    Education / Psychology 120
    Version: SA20_BA_de_v01
    BP1.7-D Bereichsübergreifende Kompetenzen

    Education / Psychology 120
    Version: SA14_BA_fr_v02
    CTC / BP1.8-F

    Educational Sciences 120
    Version: SA20_BA_de_v01
    BE1.8-D Bereichsübergreifende Kompetenzen

    Educational Sciences 120
    Version: SA20_BA_bil_v01
    Variante A > BE1.8a-B Compétences transversales
    Variante B > BE1.7b-B Bereichsübergreifende Kompetenzen

    Educational Sciences 120
    Version: SA14_BA_fr_v02
    CTC / BS1.8-F

    English Language and Literature 120
    Version: SA15_BA_ang_V02
    Module Nine: Soft Skills

    Ma - Accounting and Finance - 120 ECTS
    Version: 2024/SP_V01_DD_Caen
    UniFr courses > Modules "Data Analytics" and "Audit et Fiscalité": min. 2 courses > DAT: Data Analytics

    Ma - Accounting and Finance - 90 ECTS
    Version: 2021/SA_V01
    Course - 72 ECTS > Modules "Data Analytics" and "Audit et Fiscalité": min. 3 courses > DAT: Data Analytics

    Ma - Business Communication : Business Informatics - 90 ECTS
    Version: 2020/SA_V02
    Courses - 60 ECTS > Option Group > Information Management > Cours > Modules management > DAT: Data Analytics

    Ma - Business Informatics - 90 ECTS
    Version: 2020/SA-v01
    Classes - min. 45 ECTS > Modules management - max. 15 ECTS > DAT: Data Analytics

    Ma - International and European Business - 90 ECTS
    Version: 2021/SA_V01
    Courses > Modules > One complete module taken from the following list > Groupe d'élément de validation du Module DAT > DAT: Data Analytics

    Ma - Management - 90 ECTS
    Version: 2021/SA_V01
    Courses: min. 72 ECTS > Modules - min 54 ECTS > Groupe d'élément de validation du Module DAT > DAT: Data Analytics

    Ma - Marketing - 90 ECTS
    Version: 2021/SA_V02
    Courses > Groupe d'élément de validation du Module DAT > DAT: Data Analytics

    Ma - Public Economics and Public Finance - 90 ECTS
    Version: 2015/SA_V01_MA_VWL_DD
    Cours > Up to 45 ECTS credits must fulfill the conditions required for the specialisation, including the modules 1, 2 and 6 with a min. of 12 ECTS in each. > Module 6: Quantitative Economics

    MiBa - Business Communication : Economics - 60 ECTS
    Version: 2022/SA_V01
    Economics - 30 ECTS > Bachelor level elective course - 6 ECTS > Elective courses BA SES

    MiBa - Economics - 30 ECTS
    Version: 2009/SA_V01
    Cours facultatifs à choisir: Cours bachelor (sans cours de langue) de la Faculté des sciences économiques et sociales > Elective courses BA SES

    MiBa - Economie politique - 60 ECTS
    Version: 2009/SA_V01
    Cours obligatoires à choix
    Cours facultatifs à choisir: Cours bachelor (sans cours de langue) de la Faculté des sciences économiques et sociales > Elective courses BA SES

    MiMa - Business Informatics - 30 ECTS
    Version: 2020/SA_V01
    Cours > Modules management > DAT: Data Analytics

    MiMa - Data Analytics - 30 ECTS
    Version: 2020/SA-v01
    À choix 18 crédits ECTS

    MiMa - Gestion d'entreprise - 30 ECTS
    Version: 2021/SA_V01
    Elective courses - 30 ECTS > DAT: Data Analytics

    PreDEEM - Préalable au DEEM en Economie
    Version: 2022/SP_V01_Max possible 90_ECTS
    political economics > Elective courses - Min. 6 ECTS > ECO08 Applied Econometrics

    Psychology 180
    Version: SA19_BA_fr_de_bil_v02
    Module 11 > M11 Soft skills

    Slavic Studies 120
    Version: SA15_BA_slav_V02
    Module 9: Compétences transversales et complémentaires

    Slavic Studies 120
    Version: SA15_BA_slav_V01
    Module 9: Compétences transversales et complémentaires