Here you can find information about "Advanced Statistics“. "Advanced Statistics“ is part of the 07-202-1103 module: "Advanced Econometrics and Statistics“.
Information about the other parts of the module are available in Advanced Econometrics.
Content
- Multivariate normal distribution
- Introduction to maximum likelihood inference
- Maximum likelihood estimation of linear normal models
- Generalized linear regression models (logistic and Poisson regression)
- Introduction to modern methods of inference (resampling, shrinkage, nonparametric and robust estimation)
Target Group, Requirements and Examination
This course focuses on students of the master program in Economics, students of the master program in Data Sciences and other master programs with an interest in statistical methods.
Students should have profound previous knowledge in statistics (descriptive statistics, probability theory) as well as basic knowledge of statistical inference and econometrics, in particular simple and multiple regression analysis.
The course ends with a written examination (in combination with Advanced Econometrics) of 120 minutes.