General Information
The following provides an overview of courses offered by the Chair of Econometrics and guidelines as to how these courses align with the various programs of study available in the School of Business and Economics.
I. Bachelor Studies
Bachelor students in Business Administration or Economics are required to pass the compulsory
module 'Introduction to Econometrics' (4 SWS; Lecture 2 hours & Tutorial 2 hours) as part of the specialization stage (Vertiefungsstudium) of the Bachelor program. For this module, 6 study points (SP) are awarded. This course will be offered each year in the summer semester.
Moreover, the elective module 'Applied Econometrics' (4 SWS; L 3h & T 1h) with 6 SP will be offered each winter semester to give students the qualifications to conduct their own empirical studies (e.g. within the frame of a Bachelor thesis).
The participation in the seminar for thesis students (module: 'Seminar Selected Topics in Econometrics (incl. Bachelor thesis), 12 SP) is compulsory for students who wish to write Bachelor thesis in econometrics. Moreover, it is recommended that these students pass the courses 'Introduction to Econometrics' and 'Applied Econometrics' beforehand.
II. Master Studies
Master of Science (M.Sc.) in Economics
The module 'Econometric Methods' (6 SWS/9 SP; L 4h & T 2h) is compulsory for Master students in Economics. Additionally, the students can choose from the specialized elective courses offered by the chair based upon teaching capacities. These usually include:
- Seminar: Econometric Projects
- Seminar: Economic Risk
- Financial Econometrics
- Microeconmetrics
- Panel Data Analysis
- Seminar: Selected Topics in Econometrics
- Time Series Analysis
- Advanced Econometrics
- Advanced courses, e.g. Econometric Forecasting, Bayesian Econometrics
The specialized courses usually count for 3 or 6 SP, for details please check the course overview for the current semester. We recommend that students pass the course 'Econometric Methods' before taking a specialized course (possible exceptions: 'Time Series Analysis' and 'Microeconometrics'). In any case, passing 'Econometics Methods' and one specialized course is a prerequisite for participation in the Seminar 'Econometric Projects'.
The Chair also offers a seminar for Thesis Students, in which recent advances in econometric research are presented. The participation (with oral presentation) in this seminar is compulsory for all students who want to write a Master thesis at the Chair of Econometrics.
Master of Science (M.Sc.) in Business Administration
Master students in Management Science can complete the course 'Econometric Methods' (6 SWS/9 SP; L 4h & T 2h) from the compulsory module 'Methodological Skills' (15 SP). Additionally, the students can choose from the elective courses (with each 3 or 6 SP) listed above. The prerequisites for participation in the seminar 'Econometric Projects' mentioned above apply.
Master of Science (M.Sc.) in Economics and Management Science (MEMS)
MEMS students may choose the field of specialization 'Econometric Methods' to fulfil their Quantitative Methods requirements. They must earn a minimum of 18 SP and pass the compulsory elective course 'Econometric Methods' (6 SWS/9 SP) offered each winter semester. Additionally, students can choose from the elective courses listed above (3 or 6 SP each). The aforementioned prerequisites for participation in the seminar 'Econometric Projects' apply.
Master Thesis
Students intending to write a master thesis in econometrics should have passed the course 'Econometric Methods' as well as two more specialized courses, one of which should be the seminar 'Econometric Projects'. Furthermore, participation including a presentation in the 'Seminar for Diploma, Master and Ph.D. Students' is compulsory. Further information and general guidelines for the preparation of a Master Thesis can be found here.
III. Diploma in Management Science (BWL) / Economics (VWL)
Undergraduate Studies
For students completing undergraduate studies (Grundstudium) in Management Science or in Economics, the course 'Introduction to Econometrics' (4 SWS; L 2h & T 2h) is compulsory as part of the Statistics and Econometrics field. This course is offered each year during the summer semester.
Graduate Studies
Students completing graduate studies (Hauptstudium) in Management Science or Economics may choose Econometrics as a compulsory elective subject (Wahlpflichtfach). In that case, students must successfully pass courses counting for a minimum of 12 credit points (SWS) and the course 'Econometric Methods' (6 SWS/9 SP) is compulsory. Additionally, specialized courses listed above may be chosen.
IV. Overview of the Course Schedule
The following table gives an overview of the course schedule for the next semesters:
Summer semester 2010 |
Winter semester 2010/11 |
Summer semester 2011 |
|
| Bachelor Studies | Introduction
to Econometrics 4 SWS/6 SP (VL 2h + UE 2h) |
Applied
Econometrics 4 SWS/6 SP (VL 3h + UE 1h) |
Introduction
to Econometrics 4 SWS/6 SP (VL 2h + UE 2h) |
| Master Studies | Econometric
Methods 6 SWS/9 SP (VL 4h + UE 2h) |
||
| Financial Econometrics 4 SWS/6 SP (VL/UE 4h) |
|||
| Time
Series Analysis 4 SWS/6 SP (VL/UE 4h) |
|||
| Panel
Data Analysis 4 SWS/6 SP (VL/UE 4h ) |
Panel
Data Analysis 4 SWS/6 SP (VL/UE 4h) |
||
| Microeconometrics 4 SWS/6 SP (VL/UE 4h) |
|||
| Seminar
Econometric Projects 2 SWS/6 SP (SE 2h) |
? | ||
| Seminar: Selected
Topics
in Econometrics 2 SWS/3 SP (SE 2h) |
|||
| Advanced Topics
in Econometric Forecasting 2 SWS/3 SP (VL 2h) |
? | ||
| Economic
Risk Seminar 2 SWS/3 SP (Seminar) |
Economic
Risk Seminar 2 SWS/3 SP (Seminar) |
Economic
Risk Seminar 2 SWS/3 SP (Seminar) |
|
| Seminar
for Diploma, Master and Ph.D. Students |
Seminar
for Diploma, Master and Ph.D. Students |
Seminar
for Diploma, Master and Ph.D. Students |
|
| Ph.D. Studies | Advanced
Econometrics 4 SWS/6 SP (VL 4h) |
Advanced
Econometrics 4 SWS/6 SP (VL 4h) |
