Preparatory Course Econometrics (WiSe 2022/23)

Content:
1.    Motivation
2.    The Simple Regression Model ( OLS: assumptions, model and
estimator, Goodness-of-Fit, Statistical properties of the OLS estimator)
3.    The Multiple Regression Model (Model, Interpretation of
coefficients, Gauss-Markov-Theorem)
4.    Inference & Hypothesis Testing (Testing a single parameter: the
t-Test, Testing a linear combination of parameters, Testing multiple
linear restrictions: the F-Test, Confidence intervals, OLS asymptotics)
5.    Heteroscedasticity and Autocorrelation
6.    Maximum-Likelihood-Estimation (The Likelihood function, The ML
estimator, Properties)