# Research Module in Econometrics & Statistics

*2018-11-05*

# Preface

This is the script for the research module in econometrics & statistics.

Repo that makes this site: https://github.com/lidom/RM_ES_Script

**General Topic:** Regression analysis and beyond

**Description:** This research module covers modern methods in statistics and econometrics with a focus on regression analysis. Participants have the opportunity to choose among a set of specific projects. Topics suggested by the participants are generally appreciated, but will be assessed with respect to their practical feasibility. All projects should have a theoretical part describing the model and/or the estimation procedures, a Monte-Carlo simulation study, and an application to real data. Depending on the actual number of participants, it might be that the project work has to be carried out as a group task rather than as an individual task. The first five to six weeks consist of lectures (4h per week). Participation is strongly recommended and active participation is desirable. After the lecture series, the groups will have regular meetings with the supervisor.

**Grading:** Each student will be evaluated on the basis of a presentation and a seminar paper.

**Important:** You need to register for this course via BASIS. Registration period: Oct. 15-22.

**Time Table:**

Date | Time | Topic |
---|---|---|

08.10. | 14:15 - 15:45 | General Introduction |

10.10. | 14:15 - 15:45 | Introduction to R |

15.10. | 14:15 - 15:45 | Test Theory |

17.10. | 14:15 - 15:45 | Test Theory |

22.10. | 14:15 - 15:45 | Estimation Theory |

24.10. | 14:15 - 15:45 | Estimation Theory / Final allocation of topics |

29.10. | 14:15 - 15:45 | Regression Analysis |

31.10. | 14:15 - 15:45 | Monte-Carlo Simulations |

05.11. | 14:15 - 15:45 | How to Write and Present |

21.01. | 14:15 - 15:45 | Presentations |

23.01. | 14:15 - 15:45 | Presentations |

**Lecture-Room:**Room 0.042**Supervision meetings:**From Nov. to Jan. at the office of JProf. Liebl**Scheduling of appointments:**HERE

**Presentations:**

- For groups of 1-2: 10-15 minutes
- For groups of 3-4: 20-25 minutes

**Term Paper:**

- Every term paper should consist of the following parts:
- Introduction of the general problem and a short overview about the relevant literature.
- Detailed description of the considered method(s).
- Assessment of the method(s) by means of Monte-Carlo simulations.
- Application to real data.

- Page Count:
- For groups of 1-2: 10-15 pages (plus bibliography and appendix)
- For groups of 3-4: 15-20 pages (plus bibliography and appendix)
- Long tables, proofs, additional figures, etc. should be placed in the appendix.
- Line-spacing: 1.5

**Deadline for submission of term papers:**Feb. 28, 2019, via e-mail to dliebl@uni-bonn.de