wir887 - Advanced Econometrics (Complete module description)

wir887 - Advanced Econometrics (Complete module description)

Original version English PDF download
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 (authorised to take exams)
  • 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.
Recommended reading

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