Lehrveranstaltungen Wintersemester 2020/21: Master  

Module 07-202-1103: Advanced Statistics

Course Description


Lecturer: Prof. Dr. Roland Schuhr
Class Hours: Thursday, 09:15 - 10:45
Room: HS 3
Start: 29.10.2020
Course Language: English



Lecturer: Prof. Dr. Roland Schuhr
Class Hours: Monday, 13:15 - 14:45 (Gruppe 1) / Thursday, 13:15 - 14:45 (Group 2)
Room: BBB Conference Room
Start: 30.11.2020
Course Language: Deutsch (Gruppe 1) / English (Group 2)

The exercise units do not take place in an regular rhythm. Please consult the course schedule on moodle for details.

Course Content

  1. Multivariate normal distribution
  2. Introduction to maximum likelihood inference
  3. Maximum likelihood estimation of linear normal models
  4. Generalized linear regression models (logistic and Poisson regression)
  5. Introduction to modern methods of inference (resampling, shrinkage, nonparametric and robust estimation)

Targeted Students, Prerequisites and Grading

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.

letzte Änderung: 14.09.2020 

Universität Leipzig
Institut für Empirische Wirtschaftsforschung
Professur Statistik

Grimmaische Straße 12
D-04109 Leipzig

moodle-page with resources and updates regarding the course: