Econometrics, Statistics and Empirical Economics
LecturerProf. Dr. J. Grammig
ProfilesFirst year Master
PrerequisitesBachelor level exposure to Econometrics/Time Series Analysis
LanguageEnglish
Time and PlaceTuesday 10-12 a.m.
Examwritten exam
Credit Points7.5 ECTS
Course Ref. No.S411

Literature

Hamilton J.: Time Series Analysis, Princeton University Press, 1994

Practical class

Practical exercises for material covered in lecture "Advanced Time Series".

Dipl.-Volkswirtin Kerstin Kehrle

Date: Tuesday, 12.00 - 14.00 p.m., PC-Labor, Nauklerstr. 47

The first practical class will be a GAUSS introduction on the 21.10.2008.

Questions for Review

The latest Questions for Review can be downloaded here: (pdf) (updated: 2.02.2009)

Course material

15.10.2008

Lecture introduction slides: (pdf)

Practical class introduction slides: (pdf)

Gauss program of the lecture: (prg)

21.10.2008

Gauss Tutorial (pdf)

English-German Dictionary for introductory class (xls)

25 Easy pieces in MathStat (pdf)

The slides from the Gauss Introduction can be downloaded here (pdf)

wages1_data.txt

21.10.2008

Timetable ATS (xls)

introduction gauss program (prg)

03.11.2008First assignment can be downloaded here(pdf)
10.11.2008

Second assignment can be downloaded here(pdf)

Slides for practical class 11.11.08 (pdf)

Help for the first assignment (txt)

Help for the second assignment (txt)

Three dimensional plots 1 with GAUSS (prg)

Gauss grading (pdf)

If you decide to hand in 2nd assignment sheet of 11.11.2008, you have to hand it in no later than 12:00 am on Tuesday, 18.11.2008.

11.11.2008Three dimensional plots for the second assignment with GAUSS (prg)
12.11.2008expected ATS schedule (pdf)
17.11.2008

Third assignment can be downloaded here(pdf)

Slides for practical class 17.11.08 (updated) (pdf)

18.11.2008

Announcement: Today's Advanced Time Series Lecture had to be cancelled
It is postponed to this Friday, Nov. 21, Room E 04 , 8 ct - 10

Next week's Advanced Time Series Exercise has to be cancelled.

02.12.2008Fourth assignment can be downloaded here(pdf)
09.12.2008

Fifth assignment can be downloaded here(pdf)

data can be downloaded here (txt)

15.12.2008

Sixth assignment can be downloaded here(pdf)

data can be downloaded here (fmt)

We wish all students a merry Christmas and good health and success in the coming year.

Grades for the assignments before Christmas break: (pdf)

12.01.2009Assignments update (pdf)
15.01.2009expected ATS schedule (pdf)
19.01.2009

Seventh assignment can be downloaded here(pdf)

data can be downloaded here (txt)

var source can be downloaded here (src)

26.01.2009Eighth assignment can be downloaded here(pdf)
02.02.2009Ninth assignment can be downloaded here (data.fmt) (pdf)
09.02.2009Tenth assignment can be downloaded here (pdf) (ciy.txt) (x1.fmt) (x2.fmt)
19.02.2009Grades for assignments (pdf)