Stud.IP Uni Oldenburg
University of Oldenburg
03.02.2023 11:27:08
wir887 - Advanced Econometrics (Complete module description)
Original version English PDF Download
Module label Advanced Econometrics
Modulkürzel wir887
Credit points 6.0 KP
Workload 180 h
Institute directory Department of Business Administration, Economics and Law (Economics)
Verwendbarkeit des Moduls
  • Master Applied Economics and Data Science (Master) > Empirical Methods
Zuständige Personen
Huse, Cristian (Module responsibility)
Lehrenden, Die im Modul (Prüfungsberechtigt)
Huse, Cristian (Module counselling)
Prerequisites
Skills to be acquired in this module
Be able to conceptually understand, critically evaluate, and apply methods used in the statistical analysis of data.
Module contents
Introduction to statistical software; Econometrics review; Econometrics and statistical learning methods (Classification, Resampling, Model selection and regularization, Nonlinear models, Tree-based methods, Unsupervised learning); Applications to Economics.
Literaturempfehlungen

James, Witten, Hastie, and Tibshirani (2013). An Introduction to Statistical Learning. Springer Series in Statistics.

Grolemund and Wickham (2017). R for Data Science. O'Reilly Media, 1st edition.

Papers to be assigned in due course
Links
Language of instruction English
Duration (semesters) 1 Semester
Module frequency
Module capacity 30
Modullevel / module level MM (Mastermodul / Master module)
Modulart / typ of module Pflicht o. Wahlpflicht / compulsory or optional
Lehr-/Lernform / Teaching/Learning method Lecture and exercise
Vorkenntnisse / Previous knowledge
Form of instruction Comment SWS Frequency Workload of compulsory attendance
Lecture 2 SoSe oder WiSe 28
Seminar 2 SoSe oder WiSe 28
Präsenzzeit Modul insgesamt 56 h
Examination Prüfungszeiten Type of examination
Final exam of module
At the end of the lecture period
Portfolio