Teaching – Current Courses
Autumn Semester 2025
Applied Econometrics (Bachelor, Seminar)
Type Seminar Title Applied Econometrics Lecturer Prof. Dr. Carsten Trenkler Semester Autumn Semester 2025 Target Audience Bachelor Start/ End: Start: 01.09., End: 01.12. Time & Location: Monday 5.15–6.45 p.m. in room L7, 3–5, P043 Course language English Prerequisites Grundlagen der Ökonometrie (Basic Econometrics); Statistik I+II (Statistics I + II) Examination seminar paper and presentations ECTS 6 Course description You 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. Registration Closed Downloads Further information will be made available in the Ilias group of the seminar.
Introduction to Multiple Time Series Analysis (Bachelor)
Type Lecture and Tutorials Title Introduction to Multiple Time Series Analysis Lecturer Prof. Dr. Carsten Trenkler Semester Autumn Semester 2025 Target Audience Bachelor Time & Location Mon 3:30–5:00 p.m. & Wed 8:30–10 a.m. in room 003, L9, 1–2 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 This 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. Downloads You can find the syllabus here (PDF, 80 kB). Further information will be made available in the Ilias group. E5120 Topics in Econometrics (Master, Blockseminar)
Type Seminar Title E5120 Topics in Econometrics Lecturer Prof. Dr. Carsten Trenkler Semester Autumn Semester 2025 Target Audience Bachelor Start/ End: Start: 02.09., End: 05.12. Time & Location: Initial meeting: Tuesday 10.15–11.45 a.m. in room 003 in L9, 1–2. Time slots for presentations: tba Course language English Prerequisites Advanced Econometrics Examination seminar paper, presentation, handout ECTS 5 Course description This 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. Registration Open Downloads Further information will be made available in the Ilias group of the seminar.
Spring Semester 2026
Applied Econometrics (Bachelor, Seminar)
Type Seminar Title Applied Econometrics Lecturer Prof. Dr. Carsten Trenkler Semester Spring Semester 2026 Target Audience Bachelor Start/ End: Start: 05.02., End: 27.05. Time & Location: Wednesday 8.30–10a.m.. in room TBA Course language English Prerequisites Grundlagen der Ökonometrie (Basic Econometrics); Statistik I+II (Statistics I + II) Examination seminar paper and presentations ECTS 6 Course description You will conduct your own empirical study to gain hands-on experience in applied research, including the ability to interpret empirical findings in a meaningful way. Building on the material covered in Grundlagen der Ökonometrie, you will further develop your understanding of econometric models, estimation methods, and testing procedures used to address empirical questions. The seminar topics focus on the multiple regression model for cross-sectional data, including instrumental variable (IV) estimation frameworks, as well as microeconometric, panel data, and time series models. In addition, some projects will specifically examine experimental data and the use of shrinkage estimators. Through your own project and those of your peers, you will gain a comprehensive overview of various model classes and econometric methods. Registration December 1 – 7, 2025 (general registration week for seminars) Downloads Further information will be made available in the Ilias group of the seminar.