PRESENTATION OF THE COURSE
Lecturer: Andrea Beccarini (CQE)
Support: Björn Schulte-Tillmann (CQE)
Date and Location:
- Lectures: Fridays 10-12, Room CAWM 3. First lecture: 24 April 2020.
- Classes: Tuesdays 14-16, Room CAWM1. First class: 28 April 2020.
Content:
1. Least squares estimation.
2. Method of moments.
3. Maximum likelihood estimation.
4. Instrumental variables estimation.
5. Generalized method of moments.
6. Indirect inference.
Course format: The course will be based both on separate lectures and classes. Lectures and classes will be streamed via Zoom.
Prerequisites: Master and PhD students should have basic knowledge in statistical and empirical methods and in R. Experience in programming and time series analysis can be helpful, but the necessary knowledge can also be learned during the course.
- Lehrende/r: Andrea Beccarini
Semester: ST 2020