| Lecturer | Dipl.-Volkswirtin Franziska Peter |
| Level | 3. Year B.Sc. |
| Profiles | SQ 452 |
| Prerequisites | necessary: undergraduate Statistics favorable: Introductory Econometrics and courses in Finance |
| Language | English |
| Place | PC-Lab |
| Time | see below |
| Exam | written/PC-Lab |
| Credit Points | 4 ECTS 4LP |
| Content | The course should make students familiar with the SAS macro language, SQL and selected SAS procedures by using the SAS software in practical applications for econometric and statistical analysis. The main focus is the analysis of financial market data |
| Literature | Boehmer et al.(2002): Using SAS in Financial Research Delwiche/Slaughter(2003): The Little SAS Book Lafler(2004): PROC SQL Beyond the Basics Using SAS |
Downloads
The list of participants can be downloaded here. The first session takes place on Thursday, November, 11 th at 14 pm st (!) in the PC lab. Please make sure you have an account in the PC lab.
10.11.2010: Intro slides (pdf),
Introduction to SAS slides (pdf)´
Data sets: abx.txt and aby.txt
Sas sample program (sas)
Assignment 1 (pdf)
18.11.2010: Slides on market microstructure basics (pdf)
Assignment 2 (pdf)
Data for assignment 2 RWE (sas7bdat), Tui (sas7bdat)
help file for gplot procedure (sas)
help file for macro needed in assignment 2 (sas)
25.11.2010: Assignment 3 (pdf)
Data for assignment 3 (aby_ass3) (aby_t_ass3) (abx_ass3) (abx_t_ass3)
help for ods and proc reg (sas)
02.12.2010: Assignment 4 (pdf) and data <link fileadmin uni_tuebingen fakultaeten wiso wiwi uploads lehrstuehle prof._grammig lehress1011 sas_course returns.sas7bdat download>(sas7bdat)
Important: To take part in the exam you have to be on registered for the course and you have to register for the exam either in the last two sessions on the13th and 14th of January or per Email. You also need a valid PC lab account!
More information can be found (here) and or will be given in the last two sessions.
12.01.2011 Assignment 5 (pdf) and data (abytsx) (abyny) and (fx)
Assignment 5 help (sas)
Additional Exercises (pdf), data:
Resulting dataset from Task A 3 (sas7bdat)
Resulting dataset from task B 3 for the whole period (sas7bdat)