Courses

Please check with the BSE Handbook which mandatory courses you have to choose in your PhD track. Not all courses listed here can be approved as Core Courses for all BSE PhD tracks.

Tuesday,
02:00pm to 04:00pm
at HU Berlin, Dorotheenstr. 1, Room 005
Description:

see syllabus

Literature: academic papers

 

no exam, but seminar paper

Credits:
6.00
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Instructor:
Monday, 04:45pm at HU Berlin, Spandauer Straße 1
Description:

This background course on mathematics aims to provide fundamental mathematical knowledge essential for advanced economic analysis. Although open to all master students, it is specifically tailored to those wishing to directly pursue the advanced Y-track of courses. Therefore in content and form, this intensive course is intended to deliver methods beyond refreshing advanced calculus and linear algebra. The course solely deals with deterministic mathematics. For some theorems formally rigorous proofs are presented in order to make participants more comfortable with - and ideally to provide some intuition for – constructing and understanding of mathematical proofs. Throughout the course proper use of notation will be stressed. Topics presented in class constitute the minimal required program given the above aim, and the maximal feasible program given time. Self study should cover topics skipped in class, as well as the areas of personal weakness.

The lecture takes place as an intensive crash course in the week before the semester.

 

 

Literature:

- Schofield, N. (2004). Mathematical Methods In Economics And Social Choice: Study Edition (Vol. 17). Springer.

- De la Fuente, A. (2000). Mathematical methods and models for economists. Cambridge University Press.

 

Exam: Group work on math quizes and exercises

Credits:
3.00
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Instructor:
Tuesday,
03:00pm to 06:00pm
at FU Berlin, Garystr.
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 empirical methods most frequently applied in empirical microeconomics 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:

M. Verbeek, A Guide to Modern Econometrics (4 ed.), Wiley, 2012.

A. C. Cameron and P. K. Trivedi, Microeconometrics. Methods and Applications, Cambridge University Press, 2005

W. H. Greene, Econometric Analysis (7 ed.), Pearson, 2012, Chapters 11 and 17-19.

J. M. Wooldridge, Econometric Analysis of Cross Section and Panel Data, MIT Press, 2 ed. 2010

Selected journal articles on empirical applications.

Exam: Written final exam; research paper

Credits:
6.00
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Wednesday,
12:30am to 02:00pm
at SPA 1, room 23
Description:

Date: Lecturer/Topic

Oct 15, 2014: Dan Hamermesh / The Psychic Cost of Children (joint with H. Buddelmeyer & M. Wooden)

Oct 22, 2014: Lutz Weinke / Introduction to the International Job Market for Economists

Oct 29, 2014: Julian Schumacher

Nov 05, 2014: BDPEMS/RTG slot

Nov 12, 2014:

Nov 19, 2014: BDPEMS/RTG slot

Nov 26, 2014:

Dec 03, 2014: BDPEMS/RTG slot

Dec 10, 2014:

Dec 17, 2014: BDPEMS/RTG slot

Jan 07, 2015:

Jan 14, 2015: BDPEMS/RTG slot

Jan 21, 2015:

Jan 28, 2015: BDPEMS/RTG slot

Feb 04, 2015:

Feb 11, 2015: Kai Priesack

For slots please contact Hanna Wielandt.
Mailinglist at https://www.wiwi.hu-berlin.de/professuren/vwl/wtm2/brownbag

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Thursday, 06:00pm at Spandauer Str. 1, room 220
Description:

This career event is open to all students, whether they are in their first year or more advanced. Contrary to the job market lecture, we are now going to focus on the non-academic job market as well. The objective of this evening is to give you an overview of possible career paths after your Ph.D.

It will therefore feature three talks:

I. Academic career options (Lutz Weinke, placement director)

II. Non-academic career options (Jan Hansen, WIWEX)

III. Starting your own business (Philipp Tettenborn, Humboldt-Innovation)

There will be room for discussions/personal conversations afterwards.

Date: November 20, 2014

Time: 6:00pm (sharp!)

Room: Spandauer Str. 1, room 220

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Friday,
02:00pm to 05:30pm
at DIW Berlin, Schmoller Room
Monday,
09:00am to 12:30pm
at DIW Berlin, Schmoller Room
Click here to get more information or to sign up
Tuesday, 10:15am at HU, Spandauer Str. 1
Description:

This short course is offered by the RTG.

Prof. Martimort's part: see attachment.

Prof. Sand's part: This lecture intends to provide a global view on climate agreements in a setting where asymmetric information matters, using the tools of mechanism design. The first part tackles pollution problems where one agent (or group of agents) can affect the well-being of another group of agents. In particular, we will review the work of Kwerel (RES, 1977), Montero (AER, 2008), and Rob (JET, 1989). In the second part, we analyze the case of global public goods and international agreements where all agents have an impact on the environment and at the same time suffer/benefit from the actions of the others. The analysis will be based on articles by Helm-Wirl (JEEM, 2014) and Martimort-Sand-Zantman (2012, CJE 2013).

Final schedule:

November 18 (Martimort)
2:15-3:45pm, 4:15-5:45pm (room 112)
November 19 (Martimort)
9:00-10:30am, 10:45am-12:15pm (room 23)
November 20 (Sand)
4:15-5:45pm (room 112)
November 21 (Sand)
9:15-10:45am, 11:15am-1:30pm (room 112)

Credits:
4.00
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Instructor:
Friday,
09:00am to 12:30pm
at DIW
Description:

The course deals with advanced estimation techniques in modern econometrics and standard single equation
and systems of equations models. It covers time series as well as microeconometric methods.

Literature: Hayashi, F. (2000) Econometrics, Princeton University Press, Princeton;
Green, W.H. (2003) Econometric Analysis, Fifth Edition (or higher), Prentice Hall, New
Jersey;
Train, Kenneth E. (2009), Discrete Choice Methods with Simulation, Cambridge University Press.

Exam: 2 written exams

*Time(s): 9:00-12:30 + 90 min TA session (time to be determined)

9 ECTS

Credits:
9.00
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Instructor:
Tuesday,
10:00am to 12:00pm
at Spandauer Straße 1, Lectures in room 202 (Mon) and room 201 (Tue), Tutorials in room 202
Description:

Lectures: Mon, 10:00-12:00, and Tue, 10:00-12:00
Tutorials: Thu, 14:00-16:00, or Fri, 12:00-14:00

Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, nonlinear regression models, stochastic regressors, instrumental variable estimation, method of moments.

Literature:
- Davidson, R. and MacKinnon, J.G. (2004): Econometric Theory and Methods, Oxford University Press.
- Hayashi, F. (2000): Econometrics, Princeton University Press.
Exam: written exam (120 min)

Credits:
9.00
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Instructor:
Tuesday,
02:00pm to 04:00pm
at HU Berlin, Spandauer Str. 1, room 22
Thursday,
12:00pm to 02:00pm
at HU Berlin, Spandauer Str. 1, room 203, Empirical Tutorials take place at room 025
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.

Exam: written exam (90 min; 3/4 of final grade) and assignments (1/4 of final grade)

Credits:
9.00
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Instructor:
Monday,
02:00pm to 04:00pm
at HU Berlin, Spandauer Str. 1, room 23
Description:

The Economic Risk Seminar is one of three regular research seminars hosted by the Sonderforschungsbereich 649. The SFB-649 facilitates an exchange between national and international scientists. The Economic Risk Seminar covers a wide spectrum of topics with some focus on the quantitative analysis of financial markets. During semester the seminar takes place regularly on Mondays between 2 and 4pm in room 23 at the School of Business and Economics of the Humboldt-Universität zu Berlin at Spandauer Straße 1. The talks are held in English or German.

Exam: Oral exam

Credits:
3.00
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Friday, 12:15am at SPA 1, room 23
Description:

This seminar is open to RTG students, please find the syllabus attached.

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Instructor:
Tuesday,
09:00am to 06:00pm
at HU Berlin, SPA1, R. 22
Description:

This course focuses on empirical archival accounting research, covering theoretical, methodological and technical aspects of this research program. It is targeted at second year doctoral students and concentrates on financial accounting issues but also touches on some auditing, corporate governance and corporate finance topics.

 

Literature: See separate syllabus

 

Exam: Research Proposal, Presentation of Research Proposal and Course Participation

Credits:
6.00
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Instructor:
Monday,
02:00pm to 06:00pm
at HU Berlin, Spandauer Str. 1, Room 23
Description:

This course provides an overview on the economic analysis of labor markets. The emphasis is on applied microeconomics and empirical analysis. Topics to be covered include: labor supply and demand, human capital, education and training, changes in the wages structure and inequality, biased technological change and returns to skills, organizational change and skill demand, the closing gender gap. The introduction of topics will be on textbook level, but the focus will be on the discussion of empirical implementation strategies used in recent publications.

Literature: tba

Exam: Yes, 2 dates

Credits:
6.00
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Instructor:
Wednesday,
10:00am to 12:00pm
at tba
Description:

The ability to innovate ensures the competitiveness of high-income countries and its enterprises. At the same time innovations question the classical economic equilibrium models.

The course intends to shed light on different typologies of innovations, also considering multiple methodologies of empirical research in innovation economics. The second part of the course deals with different explanatory approaches of innovation economics: amongst others neo-classical, evolutionary and historic-institutional ones.

The course studies both theoretical models and their empirical application, changing between micro and macro-economic perspectives.

Literature:
G. M. P. Swann (2009): The Economics of Innovation;
P. Stoneman (2002): The Economics of Technological Diffusion;
Schumpeter (1911): A theory of economic development;
Schumpeter (1939): Business Cycles;
Schumpeter (1942): Capitalism, socialism and democracy;
K. J. Arrow (1959): Economic Welfare and the Allocation of Resources for Invention, NBER Working Paper 1856;
V. Sena (2004): The Return of the Prince of Denmark: A Survey on Recent Developments in the Economics of Innovation, The Economic Journal 114, F132-F332;
Nordhaus (1962): Invention, Growth and Welfare;
R. Nelson and S. Winter (1982): An Evolutionary Theory of Economic Change;
P. A. Geroski (2000): Models of technology diffusion, Research Policy 29, pp. 603–625

Written exam (2 dates) plus homework assessment/presentation.

Credits:
6.00
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Instructor:
Wednesday,
08:30am to 12:00pm
at DIW, Mohrenstr. 58, Dulles or Schumpeter
Description:

The objective of this lecture is to enable M.A. and Ph.D. students to
use macroeconomic concepts for their own research. This leads to a higher
level of formalization in this lecture than in the introductory lecture
(IAMA).

Contents (Prof. Watzka): Methods of modern macroeconomics for researchers
in the field. Stationary Markov environments, state-space methods,
stochastic difference equations. Dynamic programming and Lagrangian
methods, Complete markets, Dynamic stochastic general equilibrium models,
Solution techniques. Empirical consequences of macroeconomic shocks;
structural estimation, the Ramsey problem.

Contents (Prof. Weinke): This course develops dynamic stochastic general
equilibrium (DSGE) models and uses them for positive and normative
macroeconomic analysis. To this end a number of theoretical and empirical
concepts are presented. Examples include the computation of impulse
response functions, structural vector autoregressions, as well as an
introduction to structural estimation. On the normative side the concept
of Ramsey optimal policy is presented.

Location of the lecture: DIW, Mohrenstr. 58:
Oct 15, 2014 08:30-12:00 Dulles
Oct 22, 2014 08:30-12:00 Schumpeter
Oct 29, 2014 08:30-10:30 Schumpeter, 10:30-12:00 Dulles
Nov 05, 2014 08:30-12:00 Schumpeter
Nov 12, 2014 08:30-12:00 Schumpeter
Nov 19, 2014 08:30-12:00 Schumpeter
Nov 26, 2014 08:30-10:30 Schumpeter, 10:30-12:00 Dulles
Dec 03, 2014 08:30-12:00 Schumpeter
Dec 10, 2014 08:30-10:30 Schumpeter, 10:30-12:00 Dulles
Dec 17, 2014 08:30-10:30 Schumpeter, 10:30-12:00 Dulles
Jan 07, 2015 08:30-12:00 Schumpeter
Jan 14, 2015 08:30-12:00 Schumpeter
Jan 21, 2015 08:30-12:00 Schumpeter
Jan 28, 2015 08:30-12:00 Schumpeter
Feb 04, 2015 08:30-12:00 Schumpeter
Feb 11, 2015 08:30-12:00 Schumpeter
Feb 18, 2015 08:30-12:00 Schumpeter
Feb 25, 2015 08:30-12:00 Schumpeter

Literatur:
Reference list (Prof. Watzka): Ljungqvist and Sargent, Recursive
Macroeconomics, 2nd edition (Cambridge, USA: 2004); selected journal
articles

Reference list (Prof. Weinke): We will use selected articles, e.g., Galí,
Jordi and Pau Rabanal (2004), Technology Shocks and Aggregate
Fluctuations: How Well Does the RBC Model Fit Postwar U.S. Data?, in:
NBER Macroeconomics Annual, and Schmitt-Grohé, Stephanie and Martín Uribe
(2012): „An OLS Approach to Computing Ramsey Equilibria in Medium-Scale
Macroeconomic Models“, Economics Letters, 115, April 2012, 128-129.

Any further documents needed for the lecture will be available on moodle.

Exam: written (90 min)

Credits:
9.00
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Instructor:
Thursday,
09:00am to 12:00pm
at ESMT, Schlossplatz 1
Description:

Management I Part 1:

Instructor: Francis de Véricourt (ESMT)
Topic: Sequential Decision Making Under Uncertainty - With Applications to Operations and Management Sciences
Sessions: 16.10., (no class on 23.10.), 30.10., 06.11., 13.11., (no class on 20.11.), 27.11., 04.12., 11.12., 18.12.2014

Management I Part 2:

Instructor: Matt Bothner (ESMT)
Topic: The Analysis of Economic and Social Networks
Sessions: 08.01., 15.01., 22.01., 29.01., 05.02. (moved to 11.02.!), 12.02.2015

Credits:
9.00
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Instructor:
Wednesday,
10:00am to 12:00pm
at WIAS, Mohrenstraße 39
Description:

The Mathematical Statistics Seminar is one of three regular research seminars hosted by the Sonderforschungsbereich 649 (SFB-649). The SFB-649 facilitates an exchange between national and international scientists. The Mathematical Statistics Seminar covers a wide spectrum of topics with some focus on quantitative analysis methods. During semester the seminar takes place regularly on Wednesdays between 10 am and 12pm in the Erhard- Schmidt-Hörsaal at Weierstraß-Institut für Angewandte Analysis und Stochastik (Mohrenstr. 39, 10117 Berlin). The presentations are held in English or German.

Exam: Oral exam

Credits:
3.00
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Instructor:
Monday,
12:00pm to 04:00pm
at R203, Spandauer Str. 1
Description:

This course is devoted to the economic theory of preferences and choice, consumer choice, demand, production, market equilibrium, decision making under uncertainty, and game theory. The intention of the course is to familiarize students with the advanced tools of modern microeconomic theory.

Literature: Mas-Colell, Whinston, Green: Microeconomic Theory (1995).

Exam:
4 written exams during the course,
1 final written exam

Credits:
9.00
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Thursday,
10:00am to 11:30am
at DIW Berlin, Mohrenstr.58, Friedensburg Raum 22008
Wednesday,
10:00am to 11:30am
at DIW Berlin, Mohrenstr.58, Friedensburg Raum 22008
Friday,
10:00am to 11:30am
at DIW Berlin, Mohrenstr.58, Friedensburg Raum 22008
Description:

Discussion of seminar topics: Oct 23, Oct 29 and Nov 7, 2014.
Presentation and discussion of seminar papers: Jan 23, Jan 29 and Feb 4, 2015

In this seminar, the participants shall prepare and present a seminar paper. The participants choose a topic that fits to the seminar title, which means that it shall deal with the European crisis, Recommendable are topics, which analyze economic policy decisions (especially the monetary policy of the ECB) as well as the functioning of the financial markets or the contagion effects of the crisis.
The paper can be empirical or theoretical and shall orientate towards the academic literature in this field.
To allow an intersive dialogue among the students, the seminar is organized in block classes. Many topics are closely related to each other.

Registration: Till 21.10.2014 by e-mail to mfratzscher@diw.de
Audience: Master students, PhD (BDPEMS, GC)

Organisatorisches:
MA: 6 SP, Modul: "Topics in Macroeconomics"
Exam: Seminar paper (10-15 pages, 70%) + presentation and discussion (30%)

Credits:
4.00
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Instructor:
Friday,
08:00am to 12:00pm
at HU Berlin, Spandauer Str. 1
Description:

Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets in the stock markets are observed simultaneously and their joint development is analyzed to better understand general tendencies and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying theoretical structure of these and many other quantitative studies of applied sciences is multivariate. The course of Multivariate Statistical Analysis (MVA) describes a collection of procedures which involve observation and analysis of more than one statistical variable at a time.

 

Literature:

- Backhaus, Erichson, Plinke, Weiber (2008, 12. Auflage) Multivariate Analysemethoden, Springer, München, New York

- Johnson, Wichern (1998, 4th edition) Applied Multivariate Statistical Analysis, Prentice Hall

- Härdle, Hlavka (2007) Multivariate Statistics: Exercises and Solutions, Springer Verlag

- Härdle, Klinke, Müller (1999) XploRe - Academic Edition, The Interactive Statistical Computing Environment, Springer, New York

- Härdle, Simar (2007, 2nd extended ed.) Applied Multivariate Statistical Analysis, Springer Verlag

- Härdle, Simar (2012), Applied Multivariate Statistical Analysis (2nd edititon), Springer Lehrbuch

- Mardia, Bibby, Kent (1979) Multivariate Analysis, Academic Press

 

Exam: Written exam (90 min)

Credits:
6.00
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Tuesday, 10:00am at HU Berlin, Spandauer Str. 1, Room 21b
Description:

In the macroeconomic literature, models are characterized by non-linear dynamical features. The use of standard linear methods can no longer be appropriate to solve such general equilibrium macroeconomic models. The inaccuracy of standards methods can have non trivial consequences on models outcomes. We therefore need methods to solve such models. The aim of this course is to introduce the non-linear methods. This course attempts to provide theories and materials (Matlab codes) for solving DSGE models with nonlinear methods. A particular emphasis will be placed on projections methods which allows to deal with kink. Simulations and accuracy tests will be investigated.

Literature:

-Den Haan, W. and Marcet, A. (1990): “Solving the Stochastic Growth Modelby Parameterizing Expectations,” Journal of Business & Economic Statistics., Vol. 8. pp. 31-34.

-Den Haan,W. and Marcet, A. (1994): “Accuracy in simulations” Review of Economic Studies., Vol. 61(1). pp. 3-17.

-Judd, K. (1998): “Numerical methods in economics,” MIT press.

-Judd, K., Maliar L. and Maliar, S. (2011): “Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models” Journal of Business & Economic Statistics., Vol. 21(1), pp. 88-92.

-Heer, B. and Maussner, A. (1998): “Dynamic General Equilibrium Modelling: computational methods and applications,” Springer.

-Maliar L. and Maliar, S. (2003): “Parameterized Expectations Algorithm

Credits:
3.00
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Wednesday,
09:00am to 05:00pm
at HU Berlin, SPA 1, Raum 112
Description:

This cours refers to the new intake to refresh their mathematical skills. It is not mandatory!

 

Start: October 1

Last day: October 10

On October 1 the course starts at 11 am!

see outline

 

Exam: no

no ECTS

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Instructor:
Wednesday,
08:00am to 10:00am
at TU Berlin, Room H 5143 A, 5. floor
Description:

The students

· Get introduced into the fundamental eects of taxes on capital ows and trade in open economies

· Learn about the consequences of globalization on national and international tax policy

· Gain insights into the reasons for the inecient provision of public goods due to tax competition

· Become aquainted with policy instruments to mitigate tax competition

· Acquire knowledge about prot shifting of multinational rms and dierent corporate tax systems

· Learn how international trade of goods and services should be taxes

Literature: Haufler, A. (2001), Taxation in a Global Economy, Cambridge University Press

Exam: written, one, 24. February, 11 am – 13 pm, room EB 407, Strasse des 17. Juni 145, 10623 Berlin

Credits:
6.00
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Instructor:
Friday, 02:15pm at SPA1, room 21b
Description:

The objective of the course is twofold. First, it familiarizes students with the most standard results and standard analyses of regulation in product markets. This part of the course addresses, in particular, regulatory issues due to market power and focuses on monopoly regulation. Second, the course discusses regulatory issues that are directly related to the research themes of the doctoral program, in particular the regulation of networks and environmental regulation.

Credits:
6.00
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Instructor:
Tuesday,
10:00am to 01:00pm
at WZB, Reichpietschufer 50, room B004
Description:

The course will provide an overview of some select topics in development economics. The starting point will be a short treatment of macro-economic approaches to development, particularly, a) classical growth theories, the convergence debate, and its policy implications; b) comparative development--culture, geography, and institutions; and c) unified growth theory: growth over the last 13,000 years.

From there, the course will move to a more micro-oriented perspective, which will be the focus of the rest of the course. This part will start from a methodological discussion on how to detect and quantify the causal effects of policy interventions and development programs. Then some select topics will be addressed, amongst which:
- the condition of the poor, poverty lines, and risk exposure
- economic preferences: measurement, determination, and their role in farming and investment decisions
- credit and insurance: formal and informal institutions
- health and fertility decisions

The course will mostly be based on the presentation and critical discussion of papers, combined with about 1/3 of presentation of more formal theory by the instructor. The students are encouraged to actively partake in the discussions, and substantial reading prior to the sessions is a requirement. This is indeed necessary to obtain at least a superficial understanding of a very large research field. The length of the course will depend on the number of students.

Literature: to be determined

Course dates: The course, which includes 3 hours per week, starts on October 14 and ends in December (date tba.).

Exam: The grade will be made up of a presentation during the class (30%), class participation and discussion (20%), and a final essay (50%).

Credits:
6.00
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Instructor:
Monday,
12:00pm to 02:00pm
at HU Berlin, Spandauer Str. 1
Description:

The course covers a part of mathematical statistics which deals with the limiting behavior of different sample statistics, U-statistics, M-, L- and R-Estimates. This course gives better understanding for the basic tools learned in the elementary Statistics I and II, like Law of Large Numbers, Central Limit Theorem, Kolmogorov-Smirnov and Cramer-von-Mises tests, sample mean and sample variance behavior, etc. This course is laying a bridge between the probability theory and the mathematical statistics by manipulating with “probability” theorems to obtain “statistical” theorems. In the first part of the course we discuss basic tools of asymptotic theory in statistics: convergence in distribution, in probability, almost surely, in mean. We also consider main probability limit laws: LLN and CLT. Then we deal with the usual statistics computed from a sample: the sample distribution function, the sample moments, the sample quantiles, the order statistics. Properties, such as asymptotic normality and almost sure convergence will be derived in the lecture. Afterwards, comes the asymptotics of statistics concocted as transformations of vector of more basic statistics. Next part concerns statistics arising in classical parametric inference and contingency table analysis. These include maximum-likelihood estimates, likelihood-ratio tests, etc. Last part of the course treats U-statistics, statistics obtained as solutions of equations (M-estimates), linear function of order statistics (L-estimates) and rank statistics (R-estimates).

 

Literature: R.J.Serfling, Approximation theorems of mathematical statistics, 1980, Wiley series in mathematics.

 

Exam: Oral exam

Credits:
3.00
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Instructor:
Tuesday, 04:00pm at HU Berlin, Spandauer Straße 1, Room 22
Credits:
6.00
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Instructor:
Monday,
04:00pm to 08:00pm
at HU Berlin, Spandauer Str. 1
Description:

Learn from Nobel price winners, such as Engle (ARCH Models, 2003), Scholes, Merton, (Derivative Valuation, 1997) or Modigliani (Financial Markets Analysis, 1985) to understand statistics of financial markets! The class is addressed to students with excellent knowledge of multivariate statistics and students with good skills in statistical software. This course is a starting point for students interested in quantitative finance and students with ambitions to work in the derivative, investment and risk-control departments. Former students of this course work for example at Deutsche Bank, Sal. Oppenheim, Citigroup, European Central Bank, BAFin, KPMG, Nadler Company and many international universities.

Literature: 
-       Franke, J., Härdle, W., and Hafner, C. (2011) Statistics of Financial Markets: an Introduction. 3rd ed., Springer Verlag, Heidelberg. ISBN: 978-3-642-16520-7 (599 p)
-       Härdle, W., Hautsch, N. and Overbeck, L. (2009) Applied Quantitative Finance. 2nd extended ed., Springer Verlag, Heidelberg. ISBN 978-3-540-69177-8 (448 p)
-       Hull (2005) Options, Futures, and Other Derivatives. 6th ed., Prentice Hall. ISBN 0-13-149908- 4 (816 p)
-       Härdle, W., Simar, L. (2007) Applied Multivariate Statistical Analysis. 2nd extended ed., Springer Verlag, Heidelberg. ISBN 3-540-72243-4 (456 p)
-       Cizek, P., Härdle, W., Weron, R. (2011) Statistical Tools for Finance and Insurance. 2nd ed., Springer Verlag, Heidelberg. ISBN: 978-3-642-18061-3 (420 p)

Exam:Oral exam

 

Credits:
6.00
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Instructor:
Thursday,
10:00am to 01:00pm
at FU-Berlin, Garystr. 21, room 315
Description:

Analysis of recent publications in Public Economics

Literature: see attachment

Exam: oral presentation

Credits:
6.00
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Instructor:
Thursday,
02:00pm to 04:00pm
at FU Berlin, Boltzmannstrasse 20, Kaminzimmer (Room 202)
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. Doctoral students are encouraged to present first research projects in these areas during the seminar.

no exam

Credits:
3.00
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