Description:
Part I (Johannes Seebauer): The first part of the course covers selected topics fundamental to understand and apply econometric methods in research. These topics include: revision of OLS and asymptotics, single and multiple equation GMM, and panel data methods. For more information about the course content and organization, please visit see the syllabus (to be uploaded).
Part II (Simone Maxand/Andreas Koundouros) provides a survey of the theory of time series methods in econometrics. Topics include univariate stationary and non-stationary models, vector autoregressions, cointegration, high-dimensional predictive models and volatility models.
Literature:
tba
Time & venue:
Part I (Johannes Seebauer's part)
Lectures: Fridays, 10:00-14:00 (starting on 17.10.2025); DIW Berlin, Anton-Wilhelm-Amo-Straße 58 (former Mohrenstr. 58), room 3.3.002A-C
Tutorials: Tuesdays, 10:00-12:00 (starting on 21.10.2025); DIW Berlin, Anton-Wilhelm-Amo-Straße 58 (former Mohrenstr. 58), room 3.3.002A-C
Part II (Simone Maxand's/Andreas Koundouros's part)
Lectures: Fridays, 10:00-14:00 (starting on 19.12.2025), DIW Berlin, Anton-Wilhelm-Amo-Straße 58 (former Mohrenstr. 58), room 3.3.002A-C
Tutorials: Tuesdays, 10:00-12:00 (starting on 06.01.2026), DIW Berlin, Anton-Wilhelm-Amo-Straße 58 (former Mohrenstr. 58), room 3.3.002A-C
For further details, see schedule (Johannes Seebauer's part & Simone Maxand's part, tba)
Exam:
Written Exam
