Modulhandbuch Wirtschaftswissenschaft - Universität Tübingen

http://www.wiwi.uni-tuebingen.de/cms/lehrstuhl-homepages/statistics-econometrics-andquantitative-methods.html
S313 Multivariate Methods in Finance and Marketing – Anwendung von
Multivariaten Methoden in der Wirtschaftswissenschaft
not offered in the academic year 2010/11
S314 Applied Computational Econometrics
Dozent/Lecturer:
Prof. Dr. Martin Biewen und Mitarbeiter, Prof. Dr.
Joachim Grammig und Mitarbeiter
Zur Profilbildung in/Relevant for:
B.Sc. in Economics and Business Administration
B.Sc. in International Economics
B.Sc. in International Business Administration
M.Sc. in General Management
M.Sc. in European Management
ECTS-Credits/Stud.
Workload: 7,5/225
Type of Exam:
Written exam
Recommended for:
3 rd year B.Sc.
1 st year M.Sc.
Prerequisites:
Quantitative Methods
in Economics and
Business Administrta-
tion
Sprache des Moduls/Course Language:
Deutsch/English
Course Type and number of hours:
4 SWS Computer-based colloquium
Modus/Mode:
B.Sc.: eligible for the Major Module
Empirical Economics; M.Sc.:
eligible for the Major Module
Supplement Scope General/
European Mangement (M. Sc. in
GM, EM)
Turnus/Cycle:
SS&WS/
Summer
and Winter
Maximum Student number:
Max. 28*2=56 students (PC-Lab Constraints)
Comment for Diploma Students: eligible as separate courses: EViews (4 Credit Points), SAS (4
Credit Points), Stata (4 Credit Points), Panel (4 Credit Points)
Goals/Content:
The goal of this course is to enable students to use software packages such as EViews,
SAS, Stata, or data sets such as the German Socio-Economic Panel (GSOEP) in practical
applications for econometric and statistical analysis. The course is subdivided into five parts
out of which two parts have to be combined in order to obtain the 7.5 Credits for “Applied
Computational Econometrics”: 1) Applied Computational Econometrics with Eviews, 2) Applied
Computational Econometrics with SAS, 3) Applied Computational Econometrics with
Stata, 4) Empirical Analysis of Panel Data (GSOEP), 5) Applied Computational Statistics with
Excel. The fivedifferent parts will be regularly offered, but not every semester. The different
parts may also be combined across semesters.
Literature:
• Griffiths/Hill/Lim (2008): Using EViews for Principles of Econometrics, Wiley
• Ekkehart/Boehmer et al. (2002): Using SAS in Financial Research
• Delwiche/Slaughter (2003): The little SAS book
• Lafler (2004): PROC SQL – Beyond the Basics Using SAS
• Adkins/Hill (2008): Using Stata for Principles of Econometrics, Wiley
• Baum (2006): An Introduction to Modern Econometrics Using Stata, Stata Press
• Haisken-DeNew/Frick (2005): Desktop Companion to the German Socio-Economic
Panel, DIW Berlin
Homepage:
http://www.wiwi.uni-tuebingen.de/cms/lehrstuhl-homepages/econometrics-statistics-andempirical-economics.html
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