Econometrics, Statistics and Empirical Economics

SQ452 Computer-based statistical analysis of financial data (with SAS)

LecturerDr. Franziska Peter
Level3. year Bachelor
Prerequisitesnecessary: undergraduate Statistics
favorable: Introductory Econometrics and courses in Finance
LanguageEnglish
PlacePC-Lab
Timeblocked: each Friday 9a.m.-12.30p.m.; 04.11.2011 until 16.12.2011
Examwritten/PC-Lab
Credit Points4 ECTS
2LP

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 set on 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

Application form

The application form can downloaded here (doc) or (pdf).

Please send your application to franziska-julia.peterspam prevention@uni-tuebingen.de or sylvia.buergerspam prevention@uni-tuebingen.de


The list of participants can be seen here.