Statistics, Econometrics and Quantitative Methods

S510/520 Master Seminar on Econometrics



Prof. Dr. Martin Biewen
Prof. Dr. Joachim Grammig
Dr. Thomas Dimpfl
Jantje Sönksen
Madalina Thiele

Profiles:MSc Accounting and Finance
MSc Economics and Finance
MSc European Economics
MSc European Management
MSc General Management
MSc International Business
MSc International Economics
MSc Management and Economics
MSc Economics
Prerequisites:At least one successfully completed master course in the field of statistics/econometrics
Deadline for application:At the Preliminary Meeting
Preliminary Meeting:

17.10.2017, 14:00-16:00, Room: 332, Mohlstr. 36

Deadline for Submission of Term Paper12.01.2018, 12:00, Room: 318, Mohlstr. 36
Presentation of Term Paper26.01.2018, Room: 225, Neue Aula
Exam:1) Term paper
2) Paper presentation
3) Discussion of another paper
Credits:9 ECTS


17.10.2017, 14:00-16:00Preliminary meeting, registrationRoom: 332, Mohlstr. 36
until 03.11.2017Discussion of the topic chosen with supervisor
03.11.2017Start of master seminar paper
12.01.2018, 12:00
Deadline for submission of master thesisRoom: 318, Mohlstr. 36,

Presentation of final thesisRoom: 225, Neue Aula

Seminar outline

The seminar will be held jointly by the chair of Prof. Biewen and Prof. Grammig. Topics of the seminar will be chosen from the following fields: 1) Time Series Analysis, 2) Financial Econometrics, 3) Microeconometrics, 4) Panel Data Analysis. We expect and encourage participants to come up with ideas for their own topics (of course, we will provide assistance in finding a suitable topic). We expect all participants to prepare a professional presentation and a term paper on their topic, which may include a small empirical application using data such as the German Socio-Economic Panel Study or a data set from the field of finance. If you are interested in carrying out your own empirical project we recommend you to read chapter 19 "Carrying out an Empirical Project" of Wooldridge's book "Introductory Econometrics".