ECMX Master 2019

Coursecatalogue for the Masterstudiengang Econometrics (v2019)

• Description

  Einführung

  Der Masterstudiengang Econometrics wird gemeinsam mit der Technischen Universität Dortmund und der Ruhr-Universität Bochum durchgeführt. In diesem Modulhandbuch werden ausschließlich die Module der Fakultät für Wirtschaftswissenschaften der Universität Duisburg-Essen aufgeführt.

  Kurzcharakterisierung

  Bei dem Studiengang Master Econometrics handelt es sich um einen konsekutiven Masterstudiengang, der forschungsorientiert ausgerichtet ist.

  Ziel

  Im Master Econometrics erwerben die Studierenden unter Berücksichtigung der wissenschaftlichen Anforderungen in der Berufswelt die erforderlichen fachlichen Kenntnisse, Fähigkeiten und Methoden in einer auf die allgemeine und wissenschaftliche Berufswelt bezogenen Ausbildung. Sie werden zu wissenschaftlichem Arbeiten, zur kritischen Einordnung wissenschaftlicher Erkenntnisse und zu verantwortlichem Handeln im Bereich Ökonometrie befähigt. Das Studium vermittelt insbesondere Kenntnisse und Fähigkeiten, die die Studierenden zur erfolgreichen Tätigkeit in der Forschung der Volkswirtschaftslehre und Ökonometrie und in verwandten Bereichen befähigen. Die Studierenden sollen in die Lage versetzt werden, sich die Grundlagen anzueignen, die zu wissenschaftlichem Erkenntnisfortschritt befähigen. Der Studiengang ist schwerpunktmäßig forschungsorientiert ausgerichtet.

  Die bestandene Masterprüfung im Masterstudiengang Econometrics berechtigt zur Promotion.

  Zielgruppe

  Zur Zielgruppe gehören erfolgreiche Absolventen eines berufsqualifizierenden Abschlusses

  • eines mathematisch/statistischen oder wirtschaftswissenschaftlichen Studiengangs oder
  • von Studiengängen mit einem mathematischen/statistischen oder wirtschaftswissenschaftlichen Bezug

  an einer Hochschule im Sinne des Hochschulrahmengesetzes (§ 19 Abs. 2 Satz 1 HRG).

  Umfang

  • 120 Credits nach dem European Credits Transfer System (ECTS).
  • Die Regelstudienzeit beträgt zwei Jahre.
  • Das Studium umfasst 90 Credits aus Lehrveranstaltungen sowie 30 Credits für die Masterarbeit.

  Lehrinhalte

  1. Pflichtbereich: Pflichtveranstaltungen im Umfang von 42 Credits
  2. Wahlpflichtbereich: Veranstaltungen im Umfang von 48 Credits, davon

  • Bereich Economics: Veranstaltungen im Umfang von mind. 11 und maximal 26 Credits
  • Bereich Applied Econometrics: Veranstaltungen im Umfang von mind. 11 und maximal 26 Credits
  • Bereich Econometric Methods: Veranstaltungen im Umfang von mind. 11 und maximal 26 Credits

  Masterarbeit: im Umfang von 30 Credits

• Description

  Information on courses taught by junior professors, associate professors, honorary professors, private lecturers, postdoctoral research associates, lecturers and courses offered by other faculties at UDE

  Courses and examinations offered by junior professors, associate professors, honorary professors, private lecturers, post-doctoral research assistants and lecturers, with the exception of courses and examinations in the compulsory area, represent a voluntary additional offer by the Faculty of Business Administration and Economics in the specified semester. The same applies to courses offered by other faculties of the UDE (services offered). Students are not legally entitled to repeat the course and examination in the following semester or further semesters. Find out about the current programme before the start of each lecture period. Courses offered for the first time are subject to approval and/or funding.

  Examiners

  At the Faculty of Business Administration and Economics, the principle of "those who teach, examine" applies. Examiners are therefore the lecturer(s) named in the respective module description. In the case of course combinations consisting of a lecture and (usually) an exercise, the lecturer of the lecture is the examiner. If there are several lecturers who teach the course in alternating semesters, the lecturer in the respective semester is also the examiner in the associated examinations. This applies irrespective of the additional appointment of examiners by the Examination Board.

  Examination dates and registration deadlines

  Please inform yourself in advance on the pages of the Examinations Office about the examination dates and registration deadlines, in particular for special examinations that are outside the regular examination periods.

• Pflichtbereich, 1st-3rd Semester, Compulsory

  • Description

    Das Modul ist Teil des Pflichtmoduls "Econometrics" im Umfang von 9 Credits.

    Note: Students of the MSc Econometrics may take this course in order to fulfill the requirements of the compulsory module Econometrics (ME2), for which they receive 9 ECTS. Additional lectures/tutorials as well as assignments will be required for this group in order to receive 9 ECTS. Please refer to the module handbook of the MSc Econometrics at TU Dortmund for the official entry for students of the MSc Econometrics.

  • Recent Developments in Econometrics (6 Credits), 1st Semester, Compulsory

• Wahlpflichtbereich, 1st-3rd Semester, Compulsory

  • ME5 Economics, 1st-3rd Semester, Compulsory

    • Seminar Data Science in Energy and Environment (6 Credits), 1st-3rd Semester, Elective
    • Electricity, Renewables and District Heating (6 Credits), 1st-3rd Semester, Elective
    • Empirics of International Money and Capital Markets (6 Credits), 1st-3rd Semester, Elective
    • Energy Forecasting Competition (6 Credits), 1st-3rd Semester, Elective
    • Energy Markets and Price Formation (6 Credits), 1st-3rd Semester, Elective
    • Decision Theory (6 Credits), 1st-3rd Semester, Elective
    • Seminar Health and Development (6 Credits), 1st-3rd Semester, Elective
    • Seminar Labour Economics and Public Policy (6 Credits), 1st-3rd Semester, Elective
    • Seminar Social Security and Taxation: Empirical Studies and own Research (6 Credits), 1st-3rd Semester, Elective
    • Financial Risk Management (6 Credits), 1st-3rd Semester, Elective
    • Inequality in Health (6 Credits), 1st-3rd Semester, Elective
    • International Capital Movements: Theory and Econometric Evidence (6 Credits), 1st-3rd Semester, Elective
    • Labour Economics and Public Policy (6 Credits), 1st-3rd Semester, Elective
    • Current Research in Economics (6 Credits), 1st-3rd Semester, Elective
    • Migration Economics (6 Credits), 1st-3rd Semester, Elective
    • Recent Developments in Microeconomics (6 Credits), 1st-3rd Semester, Elective
    • Portfolio Management (6 Credits), 1st-3rd Semester, Elective
    • Quantitative Analyses in International Economics (6 Credits), 1st-3rd Semester, Elective
    • Quantitative Climate Finance (6 Credits), 1st-3rd Semester, Elective
    • Selected Topics in Empirical Capital Market Research (6 Credits), 1st-3rd Semester, Elective
    • Stock Market Anomalies and Quantitative Trading Strategies (6 Credits), 1st-3rd Semester, Elective
    • Structuring and Valuation (6 Credits), 1st-3rd Semester, Elective

  • ME6 Applied Econometrics, 1st-3rd Semester, Compulsory

    • Advanced R for Econometricians (6 Credits), 1st-3rd Semester, Elective
    • Applied Labour Economics (6 Credits), 1st-3rd Semester, Elective
    • Applied Panel Time Series Analysis in International Economics (6 Credits), 1st-3rd Semester, Elective
    • Deep Learning in Energy (6 Credits), 1st-3rd Semester, Elective
    • Econometrics of Electricity Markets (6 Credits), 1st-3rd Semester, Elective
    • Empirical Balance Sheet Analysis (6 Credits), 1st-3rd Semester, Elective
    • Empirical Methods (6 Credits), 1st-3rd Semester, Elective
    • Financial Mathematics (6 Credits), 1st-3rd Semester, Elective
    • Microeconometrics (6 Credits), 1st-3rd Semester, Elective
    • Practising Econometric Research (6 Credits), 1st-3rd Semester, Elective
    • Selected Topics in Risk Management (6 Credits), 1st-3rd Semester, Elective
    • Social Security and Taxation: Empirical Studies (6 Credits), 1st-3rd Semester, Elective
    • Statistical Learning (6 Credits), 1st-3rd Semester, Elective

  • ME7 Econometric Methods, 1st-3rd Semester, Compulsory

    • Bayesian Econometrics (6 Credits), 1st-3rd Semester, Elective
    • Causality and Programme Evaluation (6 Credits), 1st-3rd Semester, Elective (major changes)
    • Seminar Econometric Methods (6 Credits), 1st-3rd Semester, Elective
    • Financial Econometrics (6 Credits), 1st-3rd Semester, Elective
    • Multivariate Time Series Analysis (6 Credits), 1st-3rd Semester, Elective
    • Nonparametric Econometrics (6 Credits), 1st-3rd Semester, Elective
    • Statistical Learning (6 Credits), 1st-3rd Semester, Elective
    • Statistical Modeling of Extremes (6 Credits), 1st-3rd Semester, Elective
    • Statistical Seminar (6 Credits), 1st-3rd Semester, Elective
    • Sampling Theory (6 Credits), 1st-3rd Semester, Elective
    • Stochastic Simulation (6 Credits), 1st-3rd Semester, Elective