MW24.3 - Lecture Quantitative Economics II (2010/11)
There are many interesting topics in quantitative economics.
This term (2010/11) we will focus on some topics in Econometrics.
This lecture is equivalent to
Econometrics III from the Graduate Program.
- Lecture:
- Tue., 12:15-13:45, Carl Zeiss Str. 3, SR129
- Audience
- graduate students
- master students in their second year
- advanced students from the Diplom
- Requirements:
- Econometrics I or MW 24.1 - Empirical Methods.
- Topics
-
- Bootstraps
- Mixed Effects Models
- Handout
- to appear
- Exercises
- to appear
Participants can solve the exercises in pairs and hand in the solutions (as text or pdf) before the next lecture.
No pair can hand in more than two solutions. To get a credit for the course solutions to all exercises have to be submitted in time.
- Literature:
-
- Jose C. Pinheiro and Douglas M. Bates, Mixed Effects Models in S and S-Plus. Springer, 2002.
- Julian J. Faraway, Extending the Linear Model with R. Chapman & Hall, 2006.
- A. C. Davison, D. V. Hinkley, Bootstrap Methods and their Application, Cambridge University Press, 1997
- Bradley Efron and Robert J. Tibshirani, An Introduction to the Bootstrap, Chapman & Hall, 1994
- Software
- For our practical examples (during the entire course) we will use the software environment R. I think that it is helpful to coordinate on one environment and R has the advantage of being free and rather powerful.
- Documentation for R is
provided via the build in help but also through the
R Homepage.
Useful is An Introduction to R,
The R language definition,
Simple R,
and Econometrics in R.
- A first entry into R eased through mice and menues is available through the R Commander.
- Users of Firefox get access to R help through the R Site Search Sidebar.
However, this is a bit tricky. If the rsitesearch.xpi package does not install,
open the package (e.g. in Emacs) and change two values in
install.rdf: Set maxVersion to a version at least as large as the version of your browser. Set updateURL to an empty value.
- In the lecture I use the versatile editor Emacs
with the ESS interface
(ESS also helps with Stata, SAS, Splus, BUGS, and others).
