Summer Term 2014
Teaching
MA: Time Series Econometrics
| Type | Period | Time | Room | Lecturer |
|---|---|---|---|---|
| LE (3 SWS) | 11.04.2014 - 18.07.2014 | Friday 10.00 - 14.00 | 3.01.165a | Till Strohsal |
| A-PR (2 SWS) | 11.04.2014 - 18.07.2014 | Friday 14.00 - 18.00 | 3.01.165a | Till Strohsal |
The event is held in English.
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Exam
- Written exam (90 min.)
- Active participation
- Short presentation
Creditable as
- MA-062
Requirements
- None
Content
The course deals with methods of time series econometrics, which are mainly applied in macroeconomics and finance. We will discuss autoregressive, moving average, and mixed models for time series as well as ARCH and GARCH models for time-varying conditional variances. The course also covers nonlinear extensions of classic approaches like Smooth Transition models. In addition to the theoretical foundations, the students will learn essential tools and techniques to implement them with real data sets in computer sessions.
Topics
- Autoregressive Models
- Moving Average and ARMA Models
- Modeling Volatility
- Nonlinear Time Series Models
Literature
- Enders, W. (2004): Applied Econometric Time Series Analysis. Wiley.
- Hamilton, J.D. (1994): Time Series Analysis. Princetion University Press.
- Kirchgässner, G., Wolters, J., and Hassler, U. (2013): Introduction to Modern Time Series Analysis. Springer.
- Lütkepohl, H. (2007): New Introduction to Multiple Time Series Analysis. Springer.
BA: Seminar - Applied Econometrics
| Type | Period | Time | Room | Lecturer |
|---|---|---|---|---|
| SE | block seminar | will be announced soon | Prof. M. Caliendo |
Dates
- Kick-off meeting: 10.04.2014 at 14.00 (s.t.), Room 3.06.S22.
- Registration (via E-Mail): 15.04.2014
- Allocation of the topics (via E-Mail): 17.04.2014
- Presentation of a preliminary version of the seminar paper: 22.05.2014
- Submission deadline: 16.06.2014
- Allocation of discussants (via E-Mail): 18.06.2014
- Final presentations and discussions: 26.06.2014
Exam
- Participation in kick-off meeting
- Presentation of a preliminary version of the seminar paper
- Seminar paper (max. 15 pages)
- Final presentation
- Discussant of another seminar paper
Creditable as
- B.VM.VWL.710, B.VM.VWL.410, BA-S-600
Requirements
- BA: Statistics strongly recommended
- BA: Empirical Economics / Econometrics recommended
Content
In the summer term 2014, there will be a reserach seminar covering the topic of "minimum wages". The German government plans to introduce a federal minimum wage on January 1, 2015. The research seminar tries to shed light on the potential effects of minimum wages. Therefore, participants will analyze theoretical models as well as empirical studies. The aim of the research seminar is to obtain an extensive overview about the topic and to be able to follow the public debate. Every student will write a paper about a single subtopic.
BA: Statistics
| Type | Period | Time | Room | Lecturer |
|---|---|---|---|---|
| LE (2 SWS) | 07.04.2014 - 07.07.2014 | Monday 14.00 - 16.00 | 3.06.H05 | Prof. M. Caliendo |
| PR (2 SWS) | 08.04.2014 - 15.07.2014 | Tuesday 12.00 - 14.00 | 3.06.H02 | Helke Seitz |
| PR (2 SWS) | 08.04.2014 - 15.07.2014 | Tuesday 16.00 - 18.00 | 3.01.H09 | Helke Seitz |
| PR (2 SWS) | 09.04.2014 - 16.07.2014 | Wednesday 10.00 - 12.00 | 3.01.H09 | Miriam Wetter |
| PR (2 SWS) | 09.04.2014 - 16.07.2014 | Wednesday 14.00 - 16.00 | 3.06.H08 | Miriam Wetter |
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Exam
- Written exam (60 min.)
Creditable as
- B.BM.VWL.410, B.VM.VWL.510, BA-600, BA-P-601, B51
Content
This course deals with fundamental statistical methods and their applicability in business administration and economics. Students will be enabled to analyze economic theories and issues statistically and to interpret the results with regard to their content. After completion the students should have a methodological base for further studies.
Topics
- Descriptive Statistics
- Data Collection and Data Presentation
- Probability Calculus
- Inferential Statistics
Literature
- Schira, J. (2012): Statistische Methoden der VWL und BWL. Pearson Studium.
BA: Introduction to Computer-Based Data Analysis (Key Skill)
The course is led by Stefan Munnes (stefan.munnesuuni-potsdampde).
More information can be found on PULS and on the homepage of the Chair of Methods of Empirical Social Research of Prof. Dr. U. Kohler.
MA: Research Seminar - Applied Econometrics
| Type | Period | Day/Time | Room | Lecturer |
|---|---|---|---|---|
| RS / C | block seminar | will be announced soon | Prof. M. Caliendo |
The event is held in English.
Download
- Seminar announcement (German)
- Formal requirements (German)
- Template: Declaration of academic honesty (German)
- Template: Declaration of consent (German)
Dates
- Kick-off meeting: 10.04.2014 at 15.00 (s.t.), Room 3.06.S22.
- Registration (via E-Mail): 15.04.2014
- Allocation of the topics (via E-Mail): 17.04.2014
- Presentation of a preliminary version of the seminar paper: 22.05.2014
- Submission deadline: 16.06.2014
- Allocation of discussants (via E-Mail): 18.06.2014
- Final presentations and discussions: 26.06.2014
Exam
- Participation in kick-off meeting
- Presentation of a preliminary version of the seminar paper
- Seminar paper (max. 25 pages)
- Final presentation
- Discussant of another seminar paper
Creditable as
- Economics: MA-FK-600
Requirements
- MA: Microeconometrics
- MA: Public Policy Evaluation recommended
Content
In the summer term 2014, there will be a reserach seminar covering the topic of "minimum wages". The German government plans to introduce a federal minimum wage on January 1, 2015. The research seminar tries to shed light on the potential effects of minimum wages. Therefore, participants will analyze theoretical models as well as empirical studies. The aim of the research seminar is to obtain an extensive overview about the topic and to be able to follow the public debate. Every student will write a paper about a single subtopic.