Courses

Instructor:
Monday,
02:00pm to 04:00pm
at SPA 1, Room 21b / 025
Thursday,
10:00am to 12:00pm
at SPA 1, Room 21b
Description:

The course aims at providing the basic concepts and methods for analysing time series data. The focus is on univariate modelling tools. The lecture begins with classical components models. Then we cover different types of stochastic processes like ARIMA and GARCH models, deal with the unit root methodology and procedures for forecasting as well as for the specification, estimation and validation of models. Multivariate extensions are demonstrated, with emphasis on vector autoregressive (VAR) processes and its application in causality and impulse response analyses. Nonstationary systems with integrated and cointegrated variables will also be treated.
In the tutorials the time series methods are applied to empirical data. We will intensively make use of econometric software packages. A deeper insight into advanced methods and additional topics is offered by means of assignments, empirical studies and/or literature reviews.
Literature:

- Hamilton (1994). Time Series Analysis. Princeton, University Press.
- Schlittgen/Streitberg (2001). Zeitreihenanalyse. Oldenburg Verlag, München.
- Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer Verlag, Heidelberg.

Empirical Tutorials take place at room 025 (Mon)
Exam: written exam (90 min)
Credits (ECTS): 9.0

Credits:
9.00
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Instructor:
Monday, 02:00pm at SPA1, R220
Tuesday,
10:00am to 12:00pm
at SPA1, R125
Description:

The Marshall paradigm of the labor market; the foundations of labor demand and labor supply; human capital; wage determination; labor market imperfections and institutional constraints; introduction to search theory.

Literatur : Pierre Cahuc, Stéphane Carcillo and André Zylberberg, Labor Economics, 2nd edition (MIT Press, 2014) ISBN: 9780262027700, Tito Boeri and Jan van Ours, The Economics of Imperfect Labor Markets, 2nd edition (Princeton University Press, 2013) ISBN: 9780691158938

Bemerkung: StO/PO MA 2005 - 2010: 6 LP, Modul: "Advanced Labor Economics"
StO/PO MA 2016: 6 LP, Modul: "Advanced Labor Economics"
StO/PO MEMS 2016: 6 LP, Modul: "Advanced Labor Economics", Major: Macroeconomics
Prüfung: Written exam (90 min)

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Instructor:
Tuesday,
09:00am to 06:00pm
at FU, exact location tba
Description:

This course focuses on quantitative empirical archival accounting research, covering theoretical, methodological and technical aspects of this research program. The course concentrates on financial accounting issues but also touches on some auditing topics. After this course, participants should

  • have a clear understanding about the theoretical foundations of positive and capital market-based financial accounting research,
  • understand the methodological approaches to and common pitfalls of empirical archival research designs,
  • have acquired information about how to execute empirical archival studies, including the usability and inter-operability of different data sources,
  • have become familiar with a collaborative data science workflow using R/Stata and Github,
  • and, based on their own research proposal, have received constructive feedback on how to design and execute a viable study in the area of quantitative empirical financial accounting research.

Literature:
See syllabus

Exam:
Research Proposal and its presentation (see syllabus for details)

Interested students have to apply to participate by August 13 by sending an email to gassen@wiwi.hu-berlin.de.

Credits:
6.00
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Instructor:
Monday,
10:00am to 12:00pm
at SPA1, R23
Tuesday,
12:00pm to 02:00pm
at SPA1, R 21a / 025
Description:

The course aims at providing the basic concepts and methods for analysing panel data. It begins with introducing different static panel models with fixed and random effects, and discusses the problem of estimation in these models. The course covers tests of hypotheses with panel data as well as techniques for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and models for qualitative dependent variables.
In the tutorials the methods are revisited and applied to empirical data using the software STATA. A deeper insight into advanced methods and additional topics is offered by means of assignments, empirical studies and/or literature reviews.
Literature:
- Baltagi, B.H., (2005), Econometric Analysis of Panel Data, 3rd ed., Wiley, New York.
- Hsiao, C., (2003), Analysis of Panel Data, 2nd ed., Cambridge University Press.
- Arellano, M. (2003), Panel Data Econometrics, Oxford: Oxford University Press.

Empirical Tutorials take place at room 025 (Tue)
Exam: written exam (90 min), two exam dates
Credits (ECTS): 9.0

Credits:
9.00
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Instructor:
Wednesday, 11:00am at Garystr. 21, Dahlem
Description:

The aim of applied microeconometrics is to analyze individual behavior on the basis of micro data (cross-section and panel data) of individuals, households, and firms. The standard linear regression model is generally not applicable to micro data due to the non-metric measurement and censoring of dependent variables at the individual level, selectivity and incomplete observability of endogenous variables, and the dependence of individual observations over time. The most frequently applied microeconomic methods are surveyed and several applications in empirical microeconomics are presented. Students learn how to apply these methods using real-world micro data and the software package STATA.

Literature: A. C. Cameron and P. K. Trivedi, Microeconometrics. Methods and Applications, Cambridge University Press, 2005
Time(s): 2-4 weekly lectures, biweekly tutorial
Exam (written?): written 2 hours final exam, term paper

- PLEASE SEE THE LINK FOR THE CURRENT TIME SCHEDULE OF THE COURSE -

Credits:
6.00
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Instructor:
Thursday, 03:00pm at SPA1, room 22
Description:

Berlin Behavioral Economics Colloquium and Seminar
The Berlin Behavioral Economics Colloquium and Seminar are a joint effort between DIW, WZB, HU Berlin and TU Berlin (in cooperation with CRC TRR 190) with the aim of fostering the exchange between active researchers in the areas of behavioral and experimental economics.
The 2018 summer semester series will be held at Humboldt University, Spandauer Str. 1, 10178 Berlin, room 22, on Thursdays from 3:00-4:15 pm and 4:45-6:00 pm unless otherwise stated.

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Tuesday,
06:00pm to 08:00pm
at HU Berlin, Spandauer Str. 1, Room 224
Credits:
3.00
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Instructor:
Tuesday,
02:30pm to 05:30pm
at DIW, Room 3.3.002A (Schmoller)
Description:

Course objectives
- Discuss advantages and limitations of structural econometric models. Give students an understanding of why and when adding structure is important.
- Provide insights into strategy (especially, identification) in important papers in structural Labour, Public & IO literature. Give a feel of how one may go about establishing a structural model.
- Establish basic estimation techniques & numerical methods such as Simulation, Numerical integration and Discretisation.
- Develop matrix programming skills using Matlab. Loops vs. vectorisation; readability vs. speed; sustainable coding for several projects.

For further details, please see the attached syllabus.

Credits:
6.00
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Wednesday,
02:00pm to 05:30pm
at DIW
Description:

Course objectives:
- This is the first course of a sequence of two courses on structural econometrics offered by the DIW Graduate Center
- Focuses on discrete choice models for cross section and panel data
- Covers simulation-based estimation techniques such as Maximum Simulated Likelihood (MSL), Method of Simulated Moments (MSM), and Indirect Inference
- Applied papers from the fields of labour economics, health economics, industrial organization, and behavioral economics will be discussed
- Exercises will include the use of a software package (Matlab)
- The aim is to equip students with skills allowing them to carry out independent empirical research

Credits:
6.00
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Instructor:
Tuesday, 09:00am to Wednesday, 04:00pm
at Haus Tornow am See
Description:

This seminar is intended to give participants exposure to state of the art research in time series econometrics and its applications in empirical finance and macroeconomics. The course provides doctoral students the opportunity to present their own, preliminary research in these areas.
Time and Location:
Please note that date and location are preliminary. We hope to be able confirm them by end of April.
Date: 12th - 13th June 2018.
Location: Haus Tornow am See
Registration:
To register for the seminar send an e-mail to simon.jurkatis@fu-berlin.de Registration should take place by 15 April, but late-comer may be accepted.
Past programs can be found here.

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