Wintersemester 2018/2019

[Wintersemester 2018/19]

Master of Science in Economics:

22-30.101 Lecture "Applied Time Series and Panel Data Econometrics", Download Syllabus (in English)

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.

The course material is available on STiNE.