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University of Oldenburg
04.07.2022 02:56:28
wir887 - Advanced Econometrics (Complete module description)
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Module label Advanced Econometrics
Module code wir887
Credit points 6.0 KP
Workload 180 h
Institute directory Department of Business Administration, Economics and Law (Economics)
Applicability of the module
  • Master Applied Economics and Data Science (Master) > Empirical Methods
Responsible persons
Huse, Cristian (Module responsibility)
Lehrenden, Die im Modul (Authorized examiners)
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.
Reader's advisory

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
Course type Comment SWS Frequency Workload of compulsory attendance
Lecture
2 SuSe or WiSe 28
Seminar
2 SuSe or WiSe 28
Total time of attendance for the module 56 h
Examination Time of examination Type of examination
Final exam of module
At the end of the lecture period
Portfolio