Lehrveranstaltungen Wintersemester 2019/20: Master  

Module 07-202-1103: Advanced Statistics


Course Description


Lecture

Lecturer: Prof. Dr. Roland Schuhr
Class Hours: Tuesday, 13:15 - 14:45
Room: SR 2
Start: 15.10.2019
Course Language: English

Lecture and Exercise sessions do not take place weekly, but in an irregular rhythm. Please consult the course schedule on moodle for details.

Exercise

Lecturer: Prof. Dr. Roland Schuhr
Class Hours: Thursday, 13:15 - 14:45
Room: PC-Pool 3
Start: 24.10.2019
Course Language: English

Lecture and Exercise sessions do not take place weekly, but in an irregular 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 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: 10.10.2019 

Universität Leipzig
Institut für Empirische Wirtschaftsforschung
Professur Statistik

Grimmaische Straße 12
D-04109 Leipzig



moodle-page with resources and updates regarding the course:

WiSe19/20