EN

Modul

Statistics & Econometrics [M-WIWI-106411]

Leistungspunkte
9
Turnus
Jedes Semester
Dauer
2 Semester
Sprache
Deutsch/Englisch
Level
4
Version
1

Verantwortung

Einrichtung

  • KIT-Fakultät für Wirtschaftswissenschaften

Bestandteil von

Teilleistungen

Identifier Name LP
T-WIWI-111388 Applied Econometrics 4.5
T-WIWI-111247 Mathematische Grundlagen hochdimensionaler Statistik 4.5
T-WIWI-103126 Nicht- und Semiparametrik 4.5
T-WIWI-103065 Statistische Modellierung von allgemeinen Regressionsmodellen 4.5
T-WIWI-103124 Multivariate Verfahren 4.5
T-WIWI-111387 Probabilistic Time Series Forecasting Challenge 4.5
T-WIWI-103127 Paneldaten 4.5
T-WIWI-110939 Financial Econometrics II 4.5
T-WIWI-110868 Predictive Modeling 4.5
T-WIWI-103064 Financial Econometrics 4.5

Erfolgskontrolle(n)

The module examination takes the form of partial examinations on the core course and other courses of the module totaling at least 9 ECTS. The course assessment is described for each course of this module. The overall grade of the module is formed from the ECTS weighted grades of the partial examinations and truncated after the first decimal place.

Qualifikationsziele

The student

  • knows advanced econometric and statistical methods for various types of data and research questions
  • is able to apply these methods, to implement them via statistical software and to interpret the results competently

Inhalt

The module offers a comprehensive portfolio of econometric and statistical methods for various types of data (e.g. cross section or time series, univariate or multivariate) and research questions (e.g. forecasting, parameter estimation and hypothesis testing, dimensionality reduction).

Arbeitsaufwand

The total workload for this module is approximately 270 hours. The exact distribution is made according to the credit points of the courses of the module.