Technische Universität Ilmenau

Empirical Research 1 - Interactive curriculae of TU Ilmenau

The interactive curriculae provide information on the degree programmes offered by the TU Ilmenau.

Please refer to the respective study and examination rules and regulations for the legally binding curricula (Annex Curriculum).

You can find all details on planned lectures and classes in the course catalogue.

Please note that this page is no longer updated. All modules and study plans from PO version 2021 onwards (Bachelor and Master study programs) are now available on the Campus Portal.

module properties Empirical Research 1 in degree program Master Wirtschaftsinformatik 2015
ATTENTION: not offered anymore
module number101609
examination number2500236
departmentDepartment of Economic Sciences and Media
ID of group 2542 (Economic Policy)
module leaderProf. Dr. Thomas Grebel
term winter term only
languageEnglisch
credit points4
on-campus program (h)34
self-study (h)86
obligationelective module
examalternative examination performance
details of the certificate

25 % mid term paper, 50 % final term paper, 5 takehomes

link to Moodle course https://moodle2.tu-ilmenau.de/course/view.php?id=298
teacher

Prof. Dr. Thomas Grebel

signup details for alternative examinations

This module contains at least one alternative exam part. Please note that this must usually be registered at the beginning of the semester in which it is offered.
The lecturer and/or the examination office will inform you about the details and time periods. If necessary, be sure to ask the lecturer.

maximum number of participants
previous knowledge and experience

Mathematics, Statistics

learning outcome

The objective of this course is to prepare students for basic empirical work. It is a hands-on course, where students learn to work with simulated as well as real economic data. Topics include basic data analysis, regression, testing and forecasting. Students will get in touch with software such as Mathematica and they will acquire the necessary skills to carry out there own empirical research.

content

Introduction to Econometrics using Mathematica, Monte-Carlo Simulation, testing consistency and efficiency of estimators, algebra of least squares, least square regressions, testing Gauss-Markov assumptions, Maximum-likelihood estimation.

media of instruction and technical requirements for education and examination in case of online participation

Slides, online-tutorials, software programming, takehomes

literature / references

Murray, Michael (2006): Econometrics: A Modern introduction, Pearson Addison-Wesley.
Greene, W. H. (2008): Econometric Analysis, 6th Ed. Pearson International.
Wooldridge, Jeffrey M. (2012): Introductory Econometrics: A Modern Approach, 5th Ed. South-Western.

evaluation of teaching