22-30.100 Applied Time Series and Panel Data Econometrics

Veranstaltungsdetails

Lehrende: Prof. Dr. Melanie Krause Ph.D.

Veranstaltungsart: Interaktive Lehrveranstaltung

Anzeige im Stundenplan:

Semesterwochenstunden: 3

Credits: 6,0

Unterrichtssprache: Englisch

Min. | Max. Teilnehmerzahl: - | 45

Weitere Informationen:
In order to answer big macroeconomic questions of our time, we find that a lot of data is available as time series or panel data sets. Examples are series quarterly consumption and investment data, daily exchange rate series or income per capita panel data sets of a global sample of countries over the last decades. In this course we will (i) study the econometric tools which are used to analyze such data and (ii) apply them to real world data with the help of the statistical software Stata.

Kommentare/ Inhalte:
In order to answer big macroeconomic questions of our time, we find that a lot of data is available as time series or panel data sets. Examples are series of quarterly consumption and investment data, daily exchange rate series or income per capita panel data sets of a global sample of countries over the last decades. In this course we will (i) study the econometric tools which are used to analyze such data and (ii) apply them to real world data with the help of the statistical software STATA.

Lernziel:
Course participants will get to know the most important econometric methods used for the analysis of time series and panel data in both research and applied work. While they will become familiar with the econometric theory, the focus will be on practical applications. Thanks to numerous examples and implementations using STATA, course participants will be well-equipped to conduct their own empirical project.

 

Vorgehen:
Weekly lectures will be complemented by bi-weekly tutorials emphasizing the applications of the methods learnt.
At the end of the course a take-home project will be posted, which, together with the exam, counts towards the final grade.

Literatur:
To be announced.

Anmeldefristen
Phase Block Start Ende Anmeldung Ende Abmeldung Ende Hörer
1. Phase Semester 01.09.2017 09:00 21.09.2017 13:00 21.09.2017 13:00 21.09.2017 13:00
2. Phase Semester 16.10.2017 09:00 26.10.2017 13:00 26.10.2017 13:00 26.10.2017 13:00
Termine
Datum Von Bis Raum Lehrende
1 Mo, 16. Okt. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
2 Mi, 18. Okt. 2017 12:00 14:00 WiWi 2101/2105 Prof. Dr. Melanie Krause Ph.D.
3 Mo, 23. Okt. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
4 Mo, 30. Okt. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
5 Mo, 6. Nov. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
6 Mi, 8. Nov. 2017 12:00 14:00 WiWi 2101/2105 Prof. Dr. Melanie Krause Ph.D.
7 Mo, 13. Nov. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
8 Mi, 15. Nov. 2017 12:00 14:00 WiWi 2101/2105 Prof. Dr. Melanie Krause Ph.D.
9 Mo, 20. Nov. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
10 Mo, 27. Nov. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
11 Mi, 29. Nov. 2017 12:00 14:00 WiWi 2101/2105 Prof. Dr. Melanie Krause Ph.D.
12 Mo, 4. Dez. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
13 Mo, 11. Dez. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
14 Mi, 13. Dez. 2017 12:00 14:00 WiWi 2101/2105 Prof. Dr. Melanie Krause Ph.D.
15 Mo, 18. Dez. 2017 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
16 Mo, 8. Jan. 2018 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
17 Mi, 10. Jan. 2018 12:00 14:00 WiWi 2101/2105 Prof. Dr. Melanie Krause Ph.D.
18 Mo, 15. Jan. 2018 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
19 Mo, 22. Jan. 2018 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
20 Mi, 24. Jan. 2018 12:00 14:00 WiWi 2101/2105 Prof. Dr. Melanie Krause Ph.D.
21 Mo, 29. Jan. 2018 10:00 12:00 WiWi 0029 Prof. Dr. Melanie Krause Ph.D.
Prüfungen im Rahmen von Modulen
Modul (Startsemester)/ Kurs Leistungs­kombination Prüfung Datum Lehrende Bestehens­pflicht
22-3.E50 Applied Time Series and Panel Data Econometrics (WiSe 17/18) / 22-3.e50  Applied Time Series and Panel Data Econometrics Klausur 1  Klausur Mo, 12. Feb. 2018, 10:15 - 11:45 Prof. Dr. Melanie Krause Ph.D. Ja
2  Klausur Mo, 26. Mär. 2018, 10:15 - 11:45 Prof. Dr. Melanie Krause Ph.D. Ja
22-3.E50 Applied Time Series and Panel Data Econometrics (WiSe 16/17) / 22-3.e50  Applied Time Series and Panel Data Econometrics Klausur 3  Klausur Mo, 12. Feb. 2018, 10:15 - 11:45 Prof. Dr. Melanie Krause Ph.D. Ja
4  Klausur Mo, 26. Mär. 2018, 10:15 - 11:45 Prof. Dr. Melanie Krause Ph.D. Ja
Veranstaltungseigene Prüfungen
Beschreibung Datum Lehrende Pflicht
1. Klausur Mo, 12. Feb. 2018 10:15-11:45 Prof. Dr. Melanie Krause Ph.D. Nein
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Lehrende
Prof. Dr. Melanie Krause Ph.D.