Winter Term 2020/21
Teaching
BA: Empirical Economics / Econometrics
| Type | Period | Day/Time | Room | Lecturer |
|---|---|---|---|---|
| VL (2 SWS) | 02.11.2020 - 12.02.2021 | weekly Monday 14.00 - 16.00 | online event | Dr. Sylvi Rzepka |
| UE 1 (2 SWS) | 02.11.2020 - 12.02.2021 | weekly Tuesday 14.00 - 16.00 | online event | Melina Ludolph |
| UE 2 (2 SWS) | 02.11.2020 - 12.02.2021 | weekly Wednesday 16.00 - 18.00 | online event | Melina Ludolph |
The course will be held online. All information is available on the Moodle course: https://moodle2.uni-potsdam.de/course/view.php?id=24826, which will be activated at the beginning of the lecture period, with open access during the first week of the semester. From the second week onwards, you can ask the chair's assistant for the password: pohleuempwifo.uni-potsdampde.
The course will be complemented by the Key Skill module B.SK.VWL.210/ B.SK.MET.210 "Einführung in die computergestützte Datenanalyse" which is organized by the Chair of Empirical Social Research (Prof. Dr. Kohler). More information is available here.
Downloads
- Exam Results Winter Term 2020/21 (German)
- Exam Results Summer Term 2021 (first retake exam) (German)
- Exam Results Summer Term 2021 (second retake exam) (German)
Exam
- Written exam (90 min)
Creditable as
- Economics: B.BM.VWL.420, B.VM.VWL.610
- Business Administration: BA-P-602
- "Studiumplus": BA-SK-W-1
Requirements
- BA: Statistics strongly recommended
Content
The aim of this course is to provide the participants with a basic understanding of empirical economics and to give them an introduction to econometrics. Building on the lecture "BA: Statistics" the participants shall be enabled to conduct empirical analysis on their own.
Topics
- Analysis of economic relationships
- Introduction to econometrics
- Introduction to STATA
- Estimating, testing and predicting in the simple and multiple regression model framework
- Problems and extensions of the multiple regression model
- Policy evaluation
Literature
- Wooldridge, J. (2013): Introductory Econometrics. A Modern Approach. South-Western Cengage Learning.
- Schira, J. (2012): Statistische Methoden der VWL und BWL. Pearson Studium.
- Kohler, U., Kreuter, F. (2008): Datenanalyse mit Stata. Oldenburg Verlag.
BA: Colloquium
| Type | Period | Day/Time | Room | Lecturer |
|---|---|---|---|---|
| C | 02.11.2020 - 08.02.2021 | Monday 16.00-18.00 | 3.06.S21* | Prof. M. Caliendo |
Students enroll in this colloquium during their Bachelor thesis.
* Due to the currently increasing number of corona infections, the event will take place online via Zoom. This information is not yet reflected on PULS.
Creditable as
- Economics: B.FK.VWL.110, B.KO.PUW.110
BA: Introduction to Computer-Based Data Analysis (Key Skill)
The course is provided by the Chair of Methods of Empirical Social Research (Prof. Dr. Kohler).
More information can be found on PULS and on the homepage of the Chair of Methods of Empirical Social Research of Prof. Dr. U. Kohler.
BA: Self-reflection and Planing (Key Skill)
You can find further information here.
MA: Univariate Time Series Econometrics
| Type | Period | Time | Room | Lecturer |
|---|---|---|---|---|
| LE (2 SWS) | 19.11.2020 - 04.12.2020 | Thursdays see announcement | 3.06.S14* | Prof. Dr. Marco Caliendo / PD Dr. Till Strohsal |
| A-PR (2 SWS) | 20.11.2020 - 04.12.2020 | Wednesdays see announcement | 3.06.S14* | Prof. Dr. Marco Caliendo / Niels Aka |
| A-PR (2 SWS) | 20.11.2020 - 04.12.2020 | Fridays see announcement | 3.01.1.65a* | Prof. Dr. Marco Caliendo / Niels Aka |
The course is held in English, for details see the announcement below.
*Due to the currently increasing number of corona infections, the course will take place online via Zoom. This information is not yet reflected on PULS.
Downloads
Necessary completion for each course
- Written exam (90 min.)
- Active participation and presentation in practical sessions
Creditable as
- MA-W-110
- MA-W-120
- MA-M-210
Requirements
- Foundations in Mathematics and Statistics are essential.
Content
This course deals with time series econometric methods that are mainly applied in the fields of Macroeconomics and Finance. The lecture and the tutorials will be held in English. Models of univariate time series with stationary and non-stationary processes will be presented. Students learn methods and tools for analyzing time series and apply them in the computer tutorials to recent, real world data.
Topics
- ARMA Processes
- Persitent Processes
- Integrated and co-integrated processes
Literature
- Enders, W. (2004): Applied Econometric Time Series Analysis. Wiley.
- Hamilton, J.D. (1994): Time Series Analysis. Princetion University Press.
- Kirchgässner, G., Wolters, J., and Hassler, U. (2013): Introduction to Modern Time Series Analysis. Springer.
- Lütkepohl, H. (2007): New Introduction to Multiple Time Series Analysis. Springer.
MA: Advanced Microeconometrics
| Type | Period | Day/Time | Room | Lecturer |
|---|---|---|---|---|
| LE (2 SWS) | 14.10.2019 - 14.01.2020 | see Time Schedule | see Time Schedule | Prof. M. Caliendo |
| A-PR (2 SWS) | 05.11.2019 - 28.01.2020 | see Time Schedule | see Time Schedule | Markus Müller, Daniel Rodríguez |
| A-PR (Stata) | 18.10.2019 - 27.01.2020 | see Time Schedule | see Time Schedule | Markus Müller, Daniel Rodríguez |
The course is held in English.
Downloads
Exam
- Written exam
- Active participation during practical sessions.
- Presentation / Term Paper.
Creditable as
- Economics: MA-B-300, MA-600
Content
The aim of this lecture is to familiarize participants with microeconometric estimation techniques. The lecture will be complemented by a practical session.
Outline
- Multiple Regression
- Instrumental Variables
- Panel Data Methods
- Limited Dependent Variables
Literature
- Wooldridge, J. (2013): Introductory Econometrics. A Modern Approach. South-Western Cengage Learning.
- Cameron, C., and P. K. Trivedi (2005): Microeconometrics. Methods and Applications. Cambridge University Press, New York.
- Greene, W. H. (2012): Econometric Analysis. Pearson, Massachusetts.
- Kohler, U., Kreuter, F. (2008): Datenanalyse mit Stata. Oldenburg Verlag.
- Cameron, C., and P. K. Trivedi (2010): Microeconometrics Using Stata, Stata Press, College Station, Texas.
MA: Research Colloquium
| Type | Period | Day/Time | Room | Lecturer |
|---|---|---|---|---|
| C | 14.10.2019 - 07.02.2020 | Monday 18.00 - 20.00 | 3.06.S13 | Prof. M. Caliendo |
Students enroll in this colloquium during their Master thesis.
The event is held in English.
Creditable as
- Economics: MA-F-100, MA-FK-600
MA: Research Seminar
| Type | Period | Day/Time | Room | Lecturer |
|---|---|---|---|---|
| RS/C | 15.10.2019 - 07.02.2020 | see Announcement | Dr. Sylvi Rzepka, Markus Müller |
This event is held in English.
Download
- Seminar announcement
- Formal requirements (German)
- Template: Declaration of academic honesty (German)
- Template: Declaration of consent (German)
Dates
- 15.10.19: Pre-registration for kick-off meeting
- 16.10.19, 10:00-11:30: Kick-off meeting (room: Haus 7, 2.10)
- 23.10.19, midnight: Official registration via e-mail with 3 ordered preferences of topics
- 25.10.19: Assignment of topics via e-mail
- 25.10.19, 14:00-17:30: Introduction to Machine Learning (room: Haus 7, 2.10)
- 7./8.11.19: Introduction to R Workshop (PCQR)
- 29.11.19, midnight: Block 1: Send your draft slides and office hour sign-up
- 13.12.19, 14:00 - tbd: Block 1: Student Presentations (room: Haus 7, 2.10)
- 20.12.19, 14:00: Problemset 1 due
- 20.12.19, midnight: Block 2: Send your draft slides and office hour sign-up
- 17.01.20, 14:00 - tbd: Block 2: Student Presentations (room: Haus 7, 2.10)
- 24.01.19, 14:00: Problemset 2 due
- 31.01.20, 14:00-15:30: Wrap-up and final discussion (room: Haus 7, 2.10)
- 31.01.20: Empirical assignment sent out
- 7.2.20, midnight: Empirical assignment paper due
Creditable as
- Economics: MA-FK-600, MA-W-210/220
Requirements
- MA: Microeconometrics
- MA: Public Policy Evaluation recommended
Exam
- Actively participating in all sessions and complying with all deadlines listed in the schedule.
- Complete the reading assignments for the “Introduction to Machine Learning” Sessions.
- Present one empirical application.
- Complete two empirical problemsets.
- Complete the final empirical assignment.
- Your grade will be determined by how well you do in your presentation, in participating in the discussion, in the problemsets, and in the final empirical assignment.
Information
Title: "Topics in Machine Learning and Econometrics"
This seminar provides a broad overview of the main concepts of machine learning, especially supervised learning, and how they can enhance causal inference. We will not only discuss recent empirical economics papers applying machine learning methods, but also explore how to implement these methods in R. Students will have the chance to get to know R in a Workshop organized by PCQR and/ or through online courses provided by “Datacamp for the classroom”.
During the semester students will present one empirical application and complete two problemsets. The final assignment will be in the spirit of a Machine Learning Challenge. Throughout the course, students have the chance to practice public speaking and presenting empirical results intuitively as well as getting hands-on experience in R. Furthermore, this course will enable students to follow-up on new developments in this quickly evolving field on their own.