S510/520 Master Seminar on Econometrics

Details

Lecturer:		Prof. Dr. Martin Biewen Prof. Dr. Joachim Grammig Dr. Julie Schnaitmann Dr. Jantje Sönksen Dalia Elshiaty Constantin Hanenberg Miriam Sturm Marian Rümmele
Profiles:		MSc Accounting and Finance MSc Economics and Finance MSc European Economics MSc European Management MSc General Management MSc International Business MSc International Economics MSc Management and Economics MSc Economics MSc Data Science in Business and Economics
Prerequisites:		At least one successfully completed master course offered by the chairs of Prof. Biewen and/or Prof. Grammig.
Language:		English
Introductory session:		Tue 18.10.2022, 16-18, room SR 063 Neue Aula If you want to participate in the seminar please write by Sun 16.10.2022 an email with your transcript and topics/fields of interest to miriam.sturmspam prevention@uni-tuebingen.de.
Deadline for Submission of Term Paper		12.01.2023, 12:00 You have to submit a printed copy to the office of the chair and a pdf to your personal supervisor
Presentation of Term Paper		20.01.2023 (whole day), room and time tba
Exam:		1) Term paper 2) Paper presentation 3) Discussion of another paper
Credits:		9 ECTS

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".