Modulhandbuch (Module manual)

M.184.4479 Econometrics
Koordinator (coordinator): Prof. Dr. Yuanhua Feng
Ansprechpartner (contact): Dominik Schulz (dominik.schulz[at]
Credits: 10 ECTS
Workload: 300 Std (h)
Semesterturnus (semester cycle): WS/SoSe
Studiensemester (study semester): 1-4
Dauer in Semestern (duration in semesters): 1
Lehrveranstaltungen (courses):
Nummer / Name
(number / title)
(contact time)
Status (P/WP)
(group size)
a) K.184.44791 / Econometrics (Vorlesung) Vorlesung P
b) K.184.44792 / Econometrics (Übung) Vorlesung P
Wahlmöglichkeiten innerhalb des Moduls (Options within the module):
Empfohlene Voraussetzungen (prerequisites):

​W1471 Grundzüge der Statistik I (Statistics 1)
W1472 Grundzüge der Statistik II (Statistics 2)

Inhalte (short description):

​This module provides the students fundamental knowledge of quantitative methods in empirical economic research at introductory and anvanced level. The focus is on the theory, estimation and application of simple and multiple linear regression models. After a systematic introduction to econometrics, selected special topics, such as multicollinerity, heteroskedasticity, model selection and models with time series errors, will be dealt with in details. A brief introduction to the analysis of panel data will be provided as far as possible. The course is computer supported and will be provided with a lot of real data examples. Numerical examples in the lectures and tutorials will be dealt with the public powerful programing language R. During the visit of this modul you will also be introduced to the use of R in statistics and econometrics.

Lernergebnisse (learning outcomes):
Fachkompetenz Wissen (professional expertise):

  • acquire systematic knowledge of the theory and application of linear regression; fundamental knowledge of special problems and methods to solve them.
  • advanced knowledge of statistical estimation and test theory; knowledge of mathematical modelling; programing skills; teamwork ability.
  • Fachkompetenz Fertigkeit (practical professional and academic skills):

  • well known econometric models; model selection; simulation technique in econometrics; knowledge of statistical programing.
  • Personale Kompetenz / Sozial (individual competences / social skills):
    Personale Kompetenz / Selbstständigkeit (individual competences / ability to perform autonomously):
  • ​Training in modeling, presentation of own results, internet search, training of selflearning,
    cooperation and team working skills, improved computing skills, basic research training.
  • Prüfungsleistungen (examinations)
    Art der Modulprüfung (type of modul examination): Modulprüfung
    Art der Prüfung
    (type of examination)
    a) Klausur 60 minutes 20.00 %
    b) Projektarbeit 10 - 14 pages 20.00 %
    c) Klausur 120 minutes 60.00 %
    Studienleistung / qualifizierte Teilnahme (module participation requirements)
    Voraussetzungen für die Teilnahme an Prüfungen (formal requirements for participating in examinations)
    Voraussetzungen für die Vergabe von Credits (formal requirements for granting credit points)
    Die Vergabe der Credits erfolgt, wenn die Modulnote mindestens „ausreichend“ ist
    Gewichtung für Gesamtnote (calculation of overall grade)
    Das Modul wird mit der doppelten Anzahl seiner Credits gewichtet (Faktor: 2)
    Verwendung des Moduls in den Studiengängen (The module can be selected in the following degree programmes)
    M.Sc. International Business Studies, M.Sc. Betriebswirtschaftslehre, M.Sc. International Economics and Management, M.Sc. Management Information Systems, M.Sc. Wirtschaftsinformatik, M.Sc. Wirtschaftspädagogik, M.Ed. Wirtschaftspädagogik
    Umfang QT (participation requirements):
    Lernmaterialien, Literaturangaben (learning material, literature):
    Teilnehmerbegrenzung (participant limit):
    Sonstige Hinweise (additional information):

    Teaching language:


    Tutorials will also be provided in German

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