DE / EN

Teaching – Current Courses

Autumn Semester 2025

  • Applied Econometrics (Bachelor, Seminar)

    TypeSeminar
    TitleApplied Econometrics
    LecturerProf. Dr. Carsten Trenkler
    SemesterAutumn Semester 2025
    Target AudienceBachelor
    Start/End:Start: 01.09., End: 01.12.
    Time & Location:Monday 5.15–6.45 p.m. in room L7, 3–5, P043
    Course languageEnglish
    PrerequisitesGrundlagen der Ökonometrie (Basic Econometrics); Statistik I+II (Statistics I + II)
    Examinationseminar paper and presentations
    ECTS6
    Course descriptionYou will conduct your own empirical study to become familiar with applied research, which includes the ability to interpret empirical results meaningfully. Building on the material covered in the course Grundlagen der Ökonometrie, you will deepen your knowledge of econometric models, estimation methods, and testing procedures to address empirical problems. The seminar topics focus on the multiple regression model for cross-sectional data, including instrumental variable (IV) estimation setups, as well as microeconometric, panel data, and time series models. Additionally, some projects will specifically address experimental data and so-called shrinkage estimators. Through your own and your fellow students’ projects, you will gain a broad overview of various model classes and methods.
    RegistrationClosed
    Downloads

    Further information will be made available in the Ilias group of the seminar.

  • Introduction to Multiple Time Series Analysis (Bachelor)

    TypeLecture and Tutorials
    TitleIntroduction to Multiple Time Series Analysis
    LecturerProf. Dr. Carsten Trenkler
    SemesterAutumn Semester 2025
    Target AudienceBachelor
    Time & LocationMon 3:30–5:00 p.m. in room 003, Wed 8:30am-10am in room 0033, L9, 1–2
    Course languageEnglish
    PrerequisitesGrundlagen der Ökonometrie (Basic Econometrics); Statistik I+II (Statistics I + II)
    GradingExam (90 minutes, 70%), 2 assignments with two to three problems (30%)
    ECTS6
    Course descriptionThis course offers an introduction to multiple time series analysis, with a particular focus on impulse response analysis using vector autoregressive (VAR) models. We begin with a brief review of key univariate time series concepts before moving on to the VAR framework and its estimation. The course then introduces structural VAR (SVAR) models, which are widely used for impulse response analysis—that is, for examining the effects of economically interpretable structural shocks. We will cover basic identification strategies used to recover the structural shocks of interest. The lectures are accompanied by tutorial sessions that address both empirical applications and relevant statistical and algebraic foundations. 'Introduction to Multiple Time Series Analysis' complements well the course 'Time Series and Forecasting' but it can also be taken independently without difficulty.
    DownloadsYou can find the syllabus here (PDF, 80 kB). Further information will be made available in the Ilias group.
  • E5120 Topics in Econometrics (Master, Blockseminar)

    TypeSeminar
    TitleE5120 Topics in Econometrics
    LecturerProf. Dr. Carsten Trenkler
    SemesterAutumn Semester 2025
    Target AudienceBachelor
    Start/End:Start: 02.09., End: 05.12.
    Time & Location:Initial meeting: Tuesday 10.15–11.45 a.m. in room tba. Time slots for presentations: tba
    Course languageEnglish
    PrerequisitesAdvanced Econometrics
    Examinationseminar paper, presentation, handout
    ECTS5
    Course descriptionThis seminar explores recent research developments in Econometrics, addressing both theoretical and applied aspects in microeconometrics and time series analysis. Each student is expected to present a paper – or a pair of two related papers – selected from the reading list, and to write a course paper (ranging from 15 to 20 pages) on a topic related to the subject of their presentation. The course paper may be structured as a discussion paper or an empirical application of an econometric method.
    RegistrationOpen
    Downloads

    Further information will be made available in the Ilias group of the seminar.

Spring Semester 2025

  • Grundlagen der Ökonometrie (Bachelor)

    Hinweise:

    • Beachten Sie bitte, dass die Übungen in der ERSTEN Vorlesungs­woche beginnen!

    Art der Veranstaltung

    Vorlesung und Übung

    Titel der Veranstaltung

    Grundlagen der Ökonometrie

    Dozent

    Prof. Dr. Carsten Trenkler

    Semester

    Frühjahrsemester 2025

    Zeit & Ort Vorlesung

    Di 13.45 – 15.15, A001 (B6, 23–25, Bauteil A)

    Zeit & Ort Übung

    12 Übungs­gruppen, Termine und Räume finden Sie im Portal2

    Methode (Stunden pro Woche):

    Vorlesung und Übung (2+2)

    Kurssprache

    Deutsch

    Voraussetzungen

    Statistik I+II 

    Prüfung

    schriftlich (90 Minuten)

    ECTS

    6

    Kursbeschreibung

    Der Kurs gibt eine Einführung in die wichtigsten Methoden der Ökonometrie. Besprochen werden das multiple Regressions­modell, bedingte Erwartungs­wertfunktion, KQ-Schätzer und seine Eigenschaften, Inferenz, nichtlineare Modellierungen, Kausalanalyse: potentielle Ergebnisse, OV-Bias, BMU-Annahme, Schätzung  kausaler Effekte, inklusive Instrumentalvariablenschätzung, sowie Zeitreihenanalyse. Neben der  Diskussion der konzeptionellen Grundlagen und der Methoden, wird die Anwendung der Methoden demonstriert und die empirisch relevanten Aspekte diskutiert. Die Vorlesung wird durch methodische und empirische Übungen im PC-Pool begleitet.

    Downloads

    Hier finden Sie den Vorlesungs­plan (PDF, 76 kB).

    Weitere Details (inklusive Vorlesungs­folien) finden Sie auf der Ilias Seite zum Kurs.

  • Introduction to Multiple Time Series Analysis (Bachelor)

    Type

    Lecture and Tutorials

    Title

    Introduction to Multiple Time Series Analysis

    Lecturer

    Prof. Dr. Carsten Trenkler

    Semester

    Spring Semester 2025

    Target Audience

    Bachelor

    Time & Location

    Mon 5:15pm-6:45pm in room 357; L7, 3–5, Tue 8:30am-10am in room 157, L7, 3–5

    Course language

    English

    Prerequisites

    Grundlagen der Ökonometrie (Basic Econometrics); Statistik I+II (Statistics I + II)

    Grading

    Exam (90 minutes, 70%), 2 assignments with two to three problems (30%)

    ECTS

    6

    Course description

    The course will provide an introduction to multiple time series analysis with a focus on impulse response analysis using vector autoregressive (VAR) models. We start with a short introduction of univariate time series concepts and then turn to the VAR model framework and estimation. Then, we look into structural VAR (SVAR) models that are commonly applied for impulse response analysis, i.e., the analysis of the effects of so-called structural shocks that are (economically) interpretable. We deal with basic identification schemes to recover the structural shock(s) of interest. Finally, we discuss empirical papers using structural VAR tools. The lectures are accompanied by tutorial sessions that deal with some algebraic issues and, in particular, empirical applications. 'Introduction to Multiple Time Series Analysis' complements well the course 'Time Series and Forecasting' but it can also be taken independently without any problems.

    Downloads

    You can find the syllabus (PDF, 81 kB) here. Further information will be made available in the Ilias group.

  • E806 Advanced Econometrics III (PhD)

    Notes:

    Type

    Lecture and Tutorial

    Title

    E806 Advanced Econometrics III (PhD)

    Lecturer

    Prof. Dr. Carsten Trenkler

    Semester

    Spring Semester 2025

    Target AudiencePhD
    Start/End

    Start: 2.4., End: 30.5.

    Time & Location Lecture

    Wed 10:15 a.m. – 11.45 a.m., Thur 8:30 a.m. – 10:00 a.m. P043 (L7, 3–5)

    Alternative dates for holidays:  April 30 and May 28: 8:30–10:00am (009, L9, 1–2), May 30, 8:30–10:00am (001, L7, 3–5)

    Time & Location Tutorial

    Thur 10:15 a.m. – 11:45 a.m. P043 (L7, 3–5)

    Course language

    English

    Prerequisites

    Advanced Econometrics I+II

    Homework and grading

    Grading for this course will be based on the final exam (100 points). You can earn up to 10 bonus points if you submit solutions to the assignments that demonstrate a sufficient attempt to solve problems. To each of the three assignments a pre-announced number of bonus points is allocated. The assignments will mainly involve methodological questions but also contain some empirical questions or coding exercises. You may use any of the following (matrix) programming languages: STATA, R, or Matlab to address the latter types of questions. You will usually have a week to complete an assignment. Your solutions and programming code must be sent by email. Answers will be (partly) discussed in the tutorial sessions.

    ECTS

    5

    Course description

    Part I is devoted to the analysis of panel data models. Besides discussing fixed- and random effects settings we also look into GMM/IV estimation and dynamic panel models. Part II deals with univariate time series analysis. We start with discussing theoretical foundations of time series analysis and then turn to linear models, including autoregressions. Finally, we deal with non-stationary unit root time series if time permits.

    Downloads

    The course material will be provided via the Ilias group.