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CC 502 Applied Econometrics
Steffen Reinhold
University of Mannheim
September 12, 2012
Reinhold ( University of Mannheim )
Applied Econometrics
September 12, 2012
1 / 47
Preliminaries
About me
Studied at the FU Berlin, Diplom-Volkswirt (2003) Ph.D. in Economics (2007) from the Johns Hopkins University Post-Doc at the MEA from 2007-2011 Assistant Professor for Empirical Economics Research interests: applied econometrics, health economics.
Reinhold ( University of Mannheim )
Applied Econometrics
September 12, 2012
2 / 47
Preliminaries
About me
Contact
Steffen Reinhold L7, 3-5 68131 Mannheim Office 4.19 Phone: 181-3505 e-mail: reinhold@uni-mannheim.de
Reinhold ( University of Mannheim )
Applied Econometrics
September 12, 2012
3 / 47
Preliminaries
Recommended literature
Main text: Stock, James H. and Mark W. Watson (2012). Introduction to Econometrics, 2nd edition. Pearson, Addison Wesley.
Lecture notes are based on this text.
More advanced: Wooldridge, Jeffrey M. (2003). Introductory Econometrics, 2nd edition. Thomson, South Western.
Newer or older editions are fine!
Empirical examples draw from Accounting, Corporate Finance, and Marketing.
Reinhold ( University of Mannheim )
Applied Econometrics
September 12, 2012
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Preliminaries
Recommended literature
Requirements
Some familiarity with fundamental concepts in math and statistics helps But we will review fundamental concepts in the first two weeks Problem sets: please try to solve them on your own before the exercise section “Applied” Econometrics: will have some sessions in the computer pool to get you familiarized with econometric software packages (Stata)
Reinhold ( University of Mannheim )
Applied Econometrics
September 12, 2012
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Preliminaries
Why Econometrics?
Reinhold ( University of Mannheim )
Applied Econometrics
September 12, 2012
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Preliminaries
Why...