Archive: detailed course information for the winter semester 2015/2016
Information for the participants of the course 040131 (Introductory econometrics)
· In the first unit on October 5, the date for the first test was determined. This test took place on November 4. It carries a weight of 25%. Participants who did not attend this test were dropped from the course. 98 students took part in the first test, which thus defined the participants (those who will receive a grade) of this course as 99. Participants have been informed on their performance in the first test via e-mail.
· For the first test, a role-model test from last year is accessible here.
· In the unit of October 19, we convened a date for the second test. The second test took place on December 9. Participants have been informed on their performance in the second test via e-mail.
· For the second test, a role-model test from last year is accessible here.
· The date and time for the final test is determined by the availability of rooms in late January and by the central administration. This test took place on January 26, 16:45-18:15, in Hörsaal 1.
· Please note that there was no teaching at the following time slots: October 26, November 2, November 23 and 25, December 14.
· For the third and final test, a role-model test from last year is accessible here. Kindly be aware that course material and emphasis are subject to change over the years.
· 85 students took part in the final test on 26/1. Participants have already been informed about their performance in this test and in the entire course. It is to be noted that 4 participants passed the course and did not attend the final test, and that one participant failed the course and attended the final test. Regarding more statistics, the general performance of students in this course has improved slightly relative to last year, with the median score increasing from 73 to 79.
Information for the participants of the course 390055 (Econometrics of Seasonality)
· In the first unit on October 5, the date for the midterm test was determined: December 7.
· Otherwise, the plan of the course was essentially confirmed. After the midterm test, participants are expected to work on empirical projects that should be presented in class in January. Final project reports should be received by January 31, 2016.
· Some STATA batch files that I used in the course unit on October 19 can be accessed here: a generator for deterministic seasonality, one for stationary stochastic seasonality, and one for seasonal unit roots.
· This Stata batch file applies a Canova-Hansen test to a seasonal random walk. Here, comments on the code are particularly welcome.
· A test for a previous comparable course can be downloaded here, and it may serve as a role model for the test on Dec 7. Note that emphasis and relevant material may be subject to changes even across comparable courses with the same course number.
· On January 18, there was a presentation of an empirical project.
Information for the participants of the course 040064 (Forecasting)
· In the first unit on October 6, the date for the midterm test was determined. This test took place on December 1. Participants have been informed on their performance in the midterm test by e-mail.
· Otherwise, the plan of the course essentially conforms to the published outline. After the midterm test, participants are expected to elaborate on small empirical projects that are related to the course theme of forecasting. Simple applications of regression analysis are not valid projects if there is no recognizable relationship to the problem of approximating observations of an unknown future from information collected in a known present or past. Participants are asked to present their projects in January. Working in groups of two or three participants is encouraged. Final project reports should be received not later than January 31, 2016.
· Presentation slides are sent out to all registered participants by e-mail.
· Some STATA batch files that were used in class on October 20 can be accessed here. The batch files read data from files with Austrian monthly unemployment rates and with Austrian yearly unemployment rates. You can access batch files for single exponential smoothing (monthly version here) and for double exponential smoothing (monthly version here). I am grateful for any comments, particularly suggestions for improvements of the codes. This remark also holds for other comparable material.
· On October 27, we studied the batch code for the Brockwell/Davis small trends procedure.
· Last year's test can be downloaded here.
· In the unit of November 24, the relevant material for the test was agreed upon, in detail it consisted of the slide sets #1 (introduction), #2 (exponential smoothing) and #3 (univariate time-series models, only linear ARMA models) plus the subsection on trends and the Dickey-Fuller test in #4 (trend and seasonality).
· During January 2016, I will be available at the beginning of our usual units for consulting with regard to the forecasting projects. Kindly inform me by e-mail on the groups that you are forming, on the topics you select, and whether you would like to present your work in class, as soon as you know these issues.
· On January 19, two projects have been presented. There was one additional presentation on January 26. Participants are of course encouraged to comment on their colleagues’ projects.
· With one exception, all project reports have been submitted by the indicated deadline. Participants have been informed already on their performance in the course and in the empirical project.