Econometrics, Statistics and Empirical Economics
LecturerDipl.-Volkswirtin Franziska Peter
Level3. Year B.Sc.
1. Year M.Sc.
ProfilesSQ 452
Prerequisitesnecessary: undergraduate Statistics
favorable: Introductory Econometrics and courses in Finance
LanguageEnglish
PlacePC-Lab
Timesee below
Examwritten/PC-Lab
Credit Points4 ECTS
4LP
ContentThe 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
LiteratureBoehmer et al.(2002): Using SAS in Financial Research
Delwiche/Slaughter(2003): The Little SAS Book
Lafler(2004): PROC SQL Beyond the Basics Using SAS

Information

  • Time and place:

    The course takes place in the PC-lab and will be blocked at the following dates:

    Note: The time of the course has changed. The new dates and time are listed below:

    • Tuesday, 01.06.2010
    • Tuesday, 08.06.2010
    • Tuesday, 15.06.2010
    • Tuesday, 22.06.2010
    • Tuesday, 29.06.2010
    • Tuesday, 06.07.2010
    The course takes place from 15.15 pm to 18.15
  • Registration:

    The number of participants for this course is limited and prior registration is required. To register for this course please hand in a filled out registration form in room 314 (3rd floor, Mohlstraße 36) during the office hours (Monday - Thursday, 9:00 a.m. - 12:00 p.m.) until Wednesday, 07.04.2010 at the latest. The registration form can be downloaded here.

    Below you find the list of participants as well as the waiting list. If you are on the list, but you do not want to attend the course please send an Email to Franziska-Julia.Peterspam prevention@uni-tuebingen.de, so that another student from the waiting list can take your place.

    List of participants:

GaoMingguang
JüttnerDaniel
GuinBenjamin
RennerAnnegret
CostinDana Laura
GlebeChristian
KölleMichael
BöhmMarco
MrozekMatthias
GoodwinTanja
HarengMichael
SareikaIrina
RussnerKathrin
BleherJohannes
HefterAndreas
MühleisAndreas
PeterkaJudith
GretherKatrin
GärtnerSvenja
BeurerAnne-Katrin
LangkabelHolger
Sindlinger Marc-Manuel
KurczArpad
ArnoldAnnegret
RettenmaierJohannes
KarapolatNurcan
ShuWenjin
StukaliukAnton

Waiting List:

BuddeDaniel
SchubertVerena
SchwarzSebastian
GhanemRima
WuJuan
Gervalla Vasil
MerkelJohann
HuckPeer Niclas
LippaySebastian
DomnickClemens
NehlsSimon
MeinzerNicholas
MerzMarkus
Schopp-LeypoldtUrs
GersemaGerke

Downloads

31.05.2010

Introductory Slides (pdf)

Datasets used in the introduction:

<link fileadmin uni_tuebingen fakultaeten wiso wiwi uploads lehrstuehle prof._grammig lehress10 ce sas edata.dat download>edata.dat

abx.sas7bdat

aby.sas7bdat

02.06.2010

sas program for the introductory session (sas)

07.06.2010

First (pdf) and second (pdf) assignment

Data generation for the first assignment (sas)

Data for the second assignment (xls)

Help file for making graphs using gplot (sas)

14.06.2010

Third assignment (pdf)

Data: (sietrad), (tuitrad), (rwetrad)

help for the third assignment (sas)

21.06.2010

Fourth assignment (pdf)

Data preparation for fifth assignment (pdf)

29.06.2010

Fifth assignmen t (pdf)

securedl/sdl-eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE3MTUzNzM5MDgsImV4cCI6MTcxNTQ2MzkwNywidXNlciI6MCwiZ3JvdXBzIjpbMCwtMV0sImZpbGUiOiJmaWxlYWRtaW5cL1VuaV9UdWViaW5nZW5cL0Zha3VsdGFldGVuXC9XaVNvXC9XaXdpXC9VcGxvYWRzXC9MZWhyc3R1ZWhsZVwvUHJvZi5fR3JhbW1pZ1wvTGVocmVTUzEwXC9DRVwvc2FzXC81dGhTQVNhc3NpZ25tZW50X2ZwLnBkZiIsInBhZ2UiOjE4OTc0fQ.dttp6BeiQyzV-yHW2HNfskvduL9kb1TLkRZTkFVcL3w/5thSASassignment_fp.pdf

05.07.2010

Sixth assignment sheet (pdf)

Data Task A (mkt.sas7bdat) (pin.sas7bdat)

Data Task B (buysell.sas7bdat)

Data Task C (exdat.sas7bdat)

Information for the Exam (pdf)

The Exam takes place on 13th July 15.15 pm in the PC-Lab. There will be no second date for the Exam this semester!

Results of the Exam (pdf)