| Lecturer | Dipl.-Volkswirtin K.Kehrle Dipl.-Volkswirtin F.Peter |
| Level | 4 or higher |
| 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 |
Information
The course will be blocked. The dates are:
20.4., 21.4., 22.4., 23.4., 24.4., 27.4.2009
There will be two courses covering exactly the same material. One from 9:00 a.m.- 12:00 p.m. (group I) and the other from 2:00 p.m. to 5:00 p.m. (group II) at each of the dates given above.
Important: The afternoon course (group II) on Friday, 24.4 takes place from 6 p.m. to 9 p.m. since the PC-Lab is not available at the usual time (2 p.m. to 5 p.m.). The time for the other days remains unchanged!
Note: The number of participants for this course is limited and prior registration is required.
Please hand in a filled out registration form which has to be downloaded here (pdf). Registration is possible in room 314 (3rd floor) during the office hours (Monday - Thursday, 9:00 a.m. - 12:00 p.m.) until 31.3.2009
Downloads
| 31.3.2009 | The registration list can be downloaded here: (pdf) |
| 17.4.2009 | Data sets for the Introduction: edata<link fileadmin uni_tuebingen fakultaeten wiso wiwi uploads lehrstuehle prof._grammig lehress09 sas_kurs edata.dat download> (dat), ABX (sas7bdat), ABY (sas7bdat), and Introduction Slides (pdf) Introductory SAS program (sas) |
| 20.4.2009 | assignment 1 (pdf) data for first assignment (sas)assignment 2 (pdf) data for second assignment (xls) helper for second assignment (sas) |
| 21.4.2009 | further helper for second assignment <link fileadmin uni_tuebingen fakultaeten wiso wiwi uploads lehrstuehle prof._grammig lehress09 sas_kurs sas_2_kk_after_help.sas download>(sas) |
assignment 3 (pdf) | |
| 22.4.2009 | assignment 4 (pdf) data preparation assignment 5 (pdf) |
| assignment 3 help (sas) | |
| 23.4.2009 | Announcements for the SAS exam: The exam will take place in the PC-Lab Nauklerstrasse 47 on the 14th of May. Registration is possible on Monday in class or via email to Kerstin.kehrle@uni-tuebingen.de . The email should contain your StudentID and your first and last name. Latest registration date is 1st of May. The exam takes one hour. The morning group (group I) will take the exam from 6:00pm-7:00pm. The afternoon group (group II) will take the exam from 7:10pm-8:10pm. Please arrive ten minutes early and wait in front of the PC-Lab entrance. You will be picked up there. Important information concerning the exam: It is an open book exam. You are allowed to use your SAS programs and macros (electronically or/and printed) from class. (Organize them well!). Further you are allowed to use: dictionaries (books), books, the assignment sheets (printed), your own documentations (printed). Programs that you are allowed to use during the exam: SAS and SAS documentation. |
| 24.4.2009 | assignment 5 (pdf) |
| 24.4.2009 | assignment 6 (pdf) data for TASK A (sasdat) (sasdat) data for TASK B (sasdat) |
| 14.05.2009 | Data for the exam: |