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Econometric Methods (BDPEMS/DRS) (PhD)

Lecturers: Prof. Dr. Lars Winkelmann, Anton Velinov, Ph.D.


  • Lecture and exercise sessions

             Lecture: Friday, 9 am - 1pm

        • Starting October 18, Hs 104, Garystr. 21

             Exercise session: Monday, 10 am - noon

        • Starting October 21, DIW, Mohrenstraße 58, 10117 Berlin


  • Course content 
    • Econometric Methods I Part I covers commonly used estimation techniques, such as Ordinary Least Squares, Maximum Likelihood, Generalized Least Squares, etc. The Generalized Method of Moments framework is introduced and several popular estimators (IV, 2SLS, 3SLS, FE, RE) are derived from it. Part II provides a survey of the theory of time series methods in econometrics. Topics include univariate stationary and non-stationary models, vector autoregressions, cointegration and volatility models. Asymptotic properties of estimators are an integral part of the course and are derived throughout the lectures.


  • Course language: English