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Kiel Institute for the World Economy IfW

Dates:
September 15-26, 2008
Description:
Selected course of the Kiel Institute Advanced Studies Program "Emprical Methods in Macroeconomics" (Introductory)
Location:
Kiel, IfW, Germany
Subject:
Jonas Dovern and Jens Hogrefe (Kiel Institute for the World Economy) Empirical Methods in Macroeconomics (module I) Topics: 1. Introduction to Econometrics 2. The Classical Multiple Regression Model 3. Properties of the OLS Estimator 4. Hypothesis Tests 5. Selection of Explanatory Variables 6. Forecasting 7. Tests of the Assumptions of the OLS Empirical Methods in Macroeconomics (II module) Outline: 1 - Overview and Review 2 - Dynamic Models in a Stationary World 3 - Generalized Dynamic Models 4 - Non-Stationarity 5 - Estimating Single Equations with Non-Stationary Variables 6 - Vector Autoregression (VAR) Models [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
C
Sponsor:
URL:
http://www.ifw-kiel.de/ausbildung/asp/outlines/paper/Dovern-Hogrefe.pdf

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