Econometrics I

Description:
Part I (Johannes Seebauer/Tana Maneein): 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 (Lars Winkelmann): The second part of the course 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 16.10.2026); DIW Berlin, Anton-Wilhelm-Amo-Straße 58 (former Mohrenstr. 58), room 3.3.002A-C
Tutorials: Tuesdays, 10:00-12:00 (starting on 20.10.2026); DIW Berlin, Anton-Wilhelm-Amo-Straße 58 (former Mohrenstr. 58), Ostrom Hall 1^st floor

Part II (Lars Winkelmann's part)
Lectures: Fridays, 10:00-14:00 (starting on 08.01.2027), FU Berlin, Garystr. 20, room HS107.
Tutorials: Tuesdays, 10:00-12:00 (starting on 12.01.2027), FU Berlin, Garystr. 20, room HS107.

Exam:
Written Exam