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).

Please note that due to the Corona Pandemic, classroom events cannot take place until further notice.
Therefore, the seminar will take place mainly through online correspondence between you and your assigned supervisor. We will contact you after you have been assigned to a supervisor (see time line below). Specific questions regarding your project will then be clarified in one on one meetings with your assigned supervisor.

Students who want to join the seminar are required to upload a current transcript of records and fill out a survey regarding their topic preferences in Ilias until April 19, 23:55h.

Details

Lecturer:		Prof. Dr. Martin Biewen Prof. Dr. Joachim Grammig Prof. Dr. Thomas Dimpfl Dr. Jantje Sönksen Dalia Elshiaty Johannes Bleher 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
Prerequisites:		At least one successfully completed master course offered by the chairs of Prof. Biewen and Prof. Grammig.
Language:		English
Deadline for application:		19.04.2020 via Ilias. Final call for registration and assignment to supervisor at the latest by 22.04.2020.
Deadline for Submission of Term Paper		07.07.2020, 23:59h
Presentation of Term Paper		14.07.2020, 8:30h. Given the current situation, there won't be a physical meeting for presenting your paper. Term papers will most likely be presented in an Online Meeting Room (subject to change)
Exam:		1) Term paper 2) Paper presentation 3) Discussion of another paper
Credits:		9 ECTS

Timeline

Until 19.04.2020	Upload transcript of records and topic preferences on Ilias
until 22.04.2020	Provision of further information and call for final registration. Assignment to supervisor.	via email
Until 27.04.2020	Discussion of the topic chosen with supervisor
28.04.2020	Start of master seminar paper
07.07.2020, 23:55h	Deadline for submission of seminar paper
14.07.2020, 8:30h	Presentation of seminar paper	Online Meeting Room (subject to changes)

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".