wir887 - Advanced Econometrics (Complete module description)
| 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 |
|
| 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 |
