S510/520 Master Seminar on Econometrics
This seminar is jointly offered by the chairs of Prof. Dr. Martin Biewen (Statistics, Econometrics, and Quantitative Methods) and Prof. Dr. Joachim Grammig (Econometrics, Statistics, and Empirical Economics).
Due to the Corona pandemic, there will be no preliminary meeting in person. Instead, please join the ILIAS folder, where you will have to upload a current transcript of records and fill out a survey regarding your topic preferences by November 1st. Your supervisor will be assigned to you based on your indicated preferences, and you will be contacted by her/him once the decision has been made.
Note that the information provided on this page may be updated depending on the latest developments of the pandemic. As a member of the abovementioned ILIAS group, you will be notified about the important changes.
Details
| Lecturer: | Prof. Dr. Martin Biewen Dalia Elshiaty Constantin Hanenberg Miriam Sturm Marian Rümmele | |
| Profiles: | MSc Accounting and Finance MSc Data Science in Business and Economics | |
| Prerequisites: | At least one successfully completed master course offered by the chairs of Prof. Biewen and Prof. Grammig. | |
| Language: | English | |
| Deadline for application: | 01.11.2020 via Ilias. | |
| Deadline for Submission of Term Paper | 22.01.2021, 6PM | |
| Presentation of Term Paper | 29.01.2021, 8:15AM - 5:45PM via Zoom | |
| Exam: | 1) Term paper 2) Paper presentation 3) Discussion of another paper | |
| Credits: | 9 ECTS |
Timeline
| Until 01.11.2020 | Upload transcript of records and topic preferences on Ilias | |
| until 04.11.2020 | Provision of further information and call for final registration. Assignment to supervisor. | via email |
| Until 12.11.2020 | Discussion of the topic chosen with supervisor | |
| 13.11.2020 | Start of master seminar paper | |
22.01.2021, 6PM | Deadline for submission of seminar paper | |
| 29.01.2021 | Presentation of seminar paper | 8:15AM-5:45PM via Zoom |
Seminar outline
The seminar will be held jointly by the chair of Prof. Biewen and Prof. Grammig. Topics of the seminar will be chosen from the following fields: 1) Time Series Analysis, 2) Financial Econometrics, 3) Microeconometrics, 4) Panel Data Analysis. We expect and encourage participants to come up with ideas for their own topics (of course, we will provide assistance in finding a suitable topic). We expect all participants to prepare a professional presentation and a term paper on their topic, which may include a small empirical application using data such as the German Socio-Economic Panel Study or a data set from the field of finance. If you are interested in carrying out your own empirical project we recommend you to read chapter 19 "Carrying out an Empirical Project" of Wooldridge's book "Introductory Econometrics".