Module 0: Formalities

Applied Econometrics

Max Heinze (mheinze@wu.ac.at)

Department of Economics, WU Vienna

Sannah Tijani (stijani@wu.ac.at)

Department of Economics, WU Vienna

 

 

 

Semester Plan

Assessment Criteria

Textbooks

Statistical Software

Content Plan

Date Time Location Topics
Thu, 05.03.2026 14:00–16:00 TC.3.11 Module 1: Time Series and Autocorrelation
Thu, 12.03.2026 14:00–16:00 TC.3.11 Module 1: Time Series and Autocorrelation
Thu, 19.03.2026 14:00–16:00 TC.3.11 Module 1: Time Series and Autocorrelation
Thu, 26.03.2026 14:00–16:00 TC.3.11 Module 1: Time Series and Autocorrelation
Easter Break
Thu, 09.04.2026 14:00–16:00 TC.3.11 Module 2: Panel Data and Further Issues
Break
Thu, 23.04.2026 14:00–16:00 TC.3.11 Module 2: Panel Data and Further Issues
Thu, 30.04.2026 14:00–16:00 TC.3.11 Module 2: Panel Data and Further Issues
Thu, 07.05.2026 14:00–16:00 TC.3.11 Module 2: Panel Data and Further Issues
Break
Thu, 21.05.2026 14:00–16:00 TC.3.21 Final Exam
Thu, 28.05.2026 14:00–17:00 TC.3.11 Presentations
Thu, 11.06.2026 14:00–17:00 TC.3.11 Presentations

 

 

Semester Plan

Assessment Criteria

Textbooks

Statistical Software

 

Components (1)

  • Final Exam
    • 40%
    • Cheat Sheet allowed (details to follow)
  • Project Submission
    • 30%
    • To be conducted alone or in pairs
    • Goal: Apply econometric methods by conducting a research project from start to finish for the first time
    • Can continue an Econometrics II project, if you did one
    • Can serve as inspiration for the bachelor thesis

Components (2)

  • Project Presentation
    • 20%
    • Presentation of your project submission, thus in the same groups
    • About 15 minutes, with questions allowed throughout and no separate discussion (details to follow)
  • Active Participation
    • 10%
    • To get full points, you must actively participate in at least 4 lectures (lectures end before the exam) and pose a question or comment on 1 presentation.
    • Attendance ≠ Participation

Vote on Project Submission Deadline




Grading Scheme

  • The components are weighted as outlined above. The final grade is then determined by the following scale:
Grade from to
1 Excellent 87.5 %
2 Good 75.0 % < 87.5 %
3 Satisfactory 62.5 % < 75.0 %
4 Sufficient 50.0 % < 62.5 %
5 Fail < 50.0 %
  • No rounding is applied.

 

Semester Plan

Assessment Criteria

Textbooks

Statistical Software

 

 

Stock & Watson (2019): Introduction to Econometrics

Type of Literature

  • Main course literature for some topics

Availability

  • Online access via WU library catalog

Cunningham (2021): Causal Inference. The Mixtape

Type of Literature

  • Main course literature for some topics

Availability

Wooldridge (2020): Introductory Econometrics