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Teaching – Current Courses

Autumn Semester 2022

Type	Seminar
Title	Applied Econometrics
Lecturer	Prof. Dr. Carsten Trenkler
Semester	Autumn semester 2022
Target Audience	Bachelor
Start/End:	Start: 05.09., End: 07.12.
Time & Location:	Wednesday 10.15-11.45 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 conduct an own empirical study to become familiar with applied research, what includes the ability to interpret empirical results in a meaningful way. Based on the material covered in the course Grundlagen der Ökonometrie, you will extend your knowledge on econometric models, estimation methods, and test procedures to solve empirical problems. The seminar topics will refer to the multiple regression model for cross-section data including IV estimation set-ups as well as to microeconometric, panel data and time series models. Moreover, some projects will specifically deal with heteroskedasticity, experimental data, and so-called shrinkage estimators. Thereby, you should gain a broad overview on the various model classes and methods through your own and your fellow students’ projects.
Registration	Closed
Downloads	Seminar description Further information will be made available in the Ilias group of the seminar.

Spring Semester 2022

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 2022
Zeit & Ort Vorlesung	Di 13.45 – 15.15, A001 (B6, 23-25, Bauteil A)
Zeit & Ort Übung	8 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 Erwartungswerte und lineare Projektionen, KQ-Schätzer und ihre Eigenschaften, die Grundzüge asymptotischer Theorie, Verzerrung durch ausgelassene Variablen, Restriktionstests, Modellspezifikation, Modelldiagnose, perfekte und imperfekte Multikollinearität, Kausalitätsanalyse, nichtlineare Modellierungen, IV-Schätzung sowie Zeitreihenanalyse. Neben einer einführenden Betrachtung der theoretischen Aspekte der Methoden, wird vor allem deren Anwendung 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. Weitere Details (inklusive Vorlesungsfolien) finden Sie auf der Ilias Seite zum Kurs.

Notes:

Type	Lecture and Tutorial
Title	E806 Advanced Econometrics III (PhD)
Lecturer	Prof. Dr. Carsten Trenkler
Semester	Spring Semester 2022
Target Audience	PhD
Start/End	Start: 6.4., End: 2.6.
Time & Location Lecture	Wed 8:30 a.m. – 11.45 a.m. P044 (L7, 3-5)
Time & Location Tutorial	Thur 10:15 a.m. – 11:45 a.m. P044 (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 contains some empirical questions or coding exercises. You may use any of the following (matrix) programming languages: STATA, R, Matla or Gauss to address the latter types of questions. You will have a week to complete the assignments. The assignments and programming code must be sent by email. Answers will be (partly) discussed in the tutorial sessions.
ECTS	5
Course description	In 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. After a general introduction, we fist consider stable ARMA model, then discuss the bootstrap for time series settings, and, finally turn to unit root econometrics.
Downloads	Further details and course Material will be provided via the Ilias group. You can also download the syllabus here.

Type	Block-Seminar
Title	Applied Econometrics
Lecturer	Prof. Dr. Carsten Trenkler
Semester	Spring Semester 2022
Target Audience	Bachelor
Introductory Meeting:	Mon, 14.02.22 & 21.02.22 (Time: 3.30pm-5pm)
Presentations:	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	Each participant conducts an own empirical study in order to become familiar with applied research, what includes the ability to interpret empirical results in a meaningful way. Based on the material covered in the course Grundlagen der Ökonometrie, you will extend your knowledge on econometric models, estimation methods and test procedures in order to solve empirical problems. The seminar topics will refer to the multiple regression model for cross-section data including IV estimation setups as well as to microeconometric, panel data and time series models. Thereby, you should gain a broad overview on the various model classes through your own and your fellow students’ projects.
Registration	Central registration week 6.12.-12.12
Downloads	Seminar description Further information will be made available in the Ilias group of the seminar in due time.