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 Prof. Dr. Joachim Grammig Prof. Dr. Thomas Dimpfl 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 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".