Aktuelle Forschungsfragen der Ökonometrie
In this seminar, you work on applied or methodological projects in the field of time-series econometrics. A special focus of this seminar is SVAR analysis (structural vector autoregressions), especially for participants of Prof. Lütkepohl’s block lecture on SVARs at the start of the semester (Master students only).
Grading requirements: Seminar essay and presentation.
The language is English by default. Essays can be written in German as well.
Further information will be given on the course’s Blackboard page (self-enrollment).
|Dozent/in||Lea Sieckmann, PD Dr. Sven Schreiber|
|Leistungspunkte||6 LP (Master Economics)|
|Raum||Room 315 Garystr. 21|
First meeting: Oct 29th (Friday), 12-14h. There will be regular meetings in the first half of the semester. Towards the end of the semester the final seminar presentations will be held.
Master students (3rd semester and above) who attended the SVAR course by Helmut Lütkepohl.
It is required to have a good background in econometrics and time-series analysis, i.e. you passed the courses in Econometric Analysis and Univariate Time Series Analysis. Ideally, you have also attented the course SVAR Analysis by Helmut Lütkepohl (Multivariate Time Series Analysis).