Econometrics, Statistics and Empirical Economics
DozentProf. Dr. Joachim Grammig
Dipl.- Kaufmann Oliver Wünsche
Eignungab dem fünften Semester
Zeit und OrtDienstag, 14:15 - 15:45 Uhr
Leistungspunkte2
InhaltPraktische Verwendung der SAS Software für empirisch/ökonometrisch/statistische Auswertungen. Schwerpunkt auf der Analyse von Finanzmarkt-Daten. Arbeit im PC-Labor.

LiteraturEkkehart/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

Kursmaterial

Slides for the lecture (updated May, 2nd) ...will be updated

frequently

24.04.06 Event study data set: <link typo3 edata.dat>edata.dat

02.05.06

Program to compute descriptives using PROCS:

SAS_session2.sas

09.05.06 1st assignment sheet
Data for 1st assignment: stockprices.xls
16.05.06

Proposed solution for 1st assignment sheet (one of many)
Updated data set: stockprices.xls (Strange price changes have been removed). Unfortunately, I realized that the PC lab is unavailable today so that we have to postpone
today's exercise. Alternative time: Next Monday (May,22nd) from 14:00-16:00.

22.05.06 2nd assignment sheet
Proposed solution for 2nd assignment sheet (one of many)
23.05.06

3rd assignment sheet
SIE trade data
RWE trade data
TUI trade data
fileadmin/Uni_Tuebingen/Fakultaeten/WiSo/Wiwi/Uploads/Lehrstuehle/Prof._Grammig/Lehre_Alte_Homepage_L-R/macros.sasauxiliary macro file

12.06.06 4th assignment sheet
Proposed solution for 3rd and 4th assignment sheet
20.06.06 SQL join example
04.07.06

5th assignment sheet

11.07.06

Die Klausuranmeldung erfolgt im Sekretariat oder direkt in der Veranstaltung!
6th assignment sheet

11.08.06

Data for the exam:

Task A
Task C 1
, Task C 2
Task D