Archive: detailed course
information for the winter semester 2014
Information for the participants of course 040131
(Introductory econometrics)
·
In the first unit on October 6, the general
outline of the course was confirmed. We will have several written tests. Due to
restricted availability of lecture rooms, there are three tests only, with
increasing weights of 25%, 35%, 45% (maximum 105%; 50%
suffice for passing the course). The first test was on October 29, a second test took place on November 19. The third and final test was on January 28, 2015. These issues were discussed in the unit on
November 12.
·
Please note the clause in the course syllabus.
Those 98 students who wrote the first test on October 29 are our official
participants; they will receive grades on this course. Those who did not write
the first test are not regarded as participating, and they will not receive a
grade on this course. 94 students wrote the second test on November 19, so the
remaining 4 participants will have another chance at the finals.
·
The syllabus for this course roughly corresponds
to the Sections 1-8, 10, 12, 15 of the Wooldridge textbook. In the unit on
January 19, we had a short look at Section 16.
·
After November 19, the lecture dates and
locations are a little confusing. It appears that the following schedule holds.
In November, there were no more
course units after the test. In December,
course units were on 1/12, 3/12, 10/12, 15/12, 17/12. The Wednesday units were
at the usual slots and location (HS 14). The two Monday units were in HS 4, 16:45-18:15.
In January, we returned to the
regular units according to the pattern before November 19 (MO and WE in HS 14),
but the last of these units was on January 21. An additional unit on January 28, 11:30-13:00, HS 6, serves as the time slot for the
final test. Unfortunately, this schedule has been dictated by the availability
constraints on lecture rooms.
·
The course material for the final test concentrates
on the slide sections #3 to #6, i.e. heteroskedasticity,
time series, autocorrelation, and instrumental variables. This corresponds
roughly to sections 8,10,12,15 of the textbook. The main issues
from the slide sections #1 and #2 is also assumed as known. Slide
section #7 (textbook section 16) will not be used.
Information for the participants of course 040064
(Forecasting)
·
In the first unit on October 7, the general
outline of the course was confirmed. The first part of the course will close
with a written test in early December. After that, participants will work on
small forecasting projects on actual data that will be turned in in written form
by the end of the January 2015. For these projects, participants can work in
groups of two or three persons.
·
You should receive the slides that are used for
this course regularly by e-mail. Slide sets #1 to #5 have already been sent to
you. If you did not receive the slides, please contact me directly by e-mail.
·
In the unit on October 21, we agreed on a date
for the test: the test was written on December 9. 35 students were present at
the test. Results of the test have been mailed directly to all course
participants.
·
The following list concerns the material that
was relevant for the test on Dec 9:
Section 2 (= slide set 2, model-free
forecasts)
Section 3 (= slide set 3, univariate
model-based forecasts; only linear models, until
slide 35)
Section 4 (= slide set 4, trend and
seasonality; only trends and unit roots have been presented, i.e. until slide 22)
Section 5 (= slide set 5,
multivariate forecasts; only vector autoregressions
have been presented, i.e. until slide 22)
This list may appear complex, but it corresponds to the material presented in
class until Nov 25.
·
In the course unit on Dec 16, the organization
of the course during January was discussed. With 35 participants, it would be
difficult to arrange presentations of all projects in class. For this reason,
such presentation will not be obligatory, but it will be rewarded by up to 5
additional score points. Presentations are scheduled for the last two January
units on Jan 20 and Jan 27.
·
In the unit on Jan 13, the organization of the
two last course units in January was discussed, and a request for information
was sent out to participants after that. Thanks to all participants who replied
to my mail.
·
There are two time slots for project
presentations on Jan 20 and on Jan 27. One group has presented on Jan
20, and three groups have presented on Jan 27. Special thanks to those who
attended the presentations and particularly to those who contributed by
comments.
·
Whether presented or not, all project reports
are expected to be received by Jan 31,
2015.