DE

Modul

Statistics & Econometrics [M-WIWI-106411]

Credits
9
Recurrence
Jedes Semester
Duration
2 Semester
Language
German/English
Level
4
Version
1

Responsible

Organisation

  • KIT-Fakultät für Wirtschaftswissenschaften

Part of

Bricks

Identifier Name LP
T-WIWI-111388 Applied Econometrics 4.5
T-WIWI-111247 Mathematics for High Dimensional Statistics 4.5
T-WIWI-103126 Non- and Semiparametrics 4.5
T-WIWI-103065 Statistical Modeling of Generalized Regression Models 4.5
T-WIWI-103124 Multivariate Statistical Methods 4.5
T-WIWI-111387 Probabilistic Time Series Forecasting Challenge 4.5
T-WIWI-103127 Panel Data 4.5
T-WIWI-110939 Financial Econometrics II 4.5
T-WIWI-110868 Predictive Modeling 4.5
T-WIWI-103064 Financial Econometrics 4.5

Competence Certificate

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.

Competence Goal

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

Content

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).

Workload

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.