Modul
Econometrics and Statistics II [M-WIWI-101639]
Credits
9Recurrence
Jedes SemesterDuration
1 SemesterLanguage
GermanLevel
4Version
4Responsible
Organisation
- KIT-Fakultät für Wirtschaftswissenschaften
Part of
Bricks
| Identifier | Name | LP |
|---|---|---|
| T-WIWI-103066 | Data Mining and Applications | 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-103129 | Stochastic Calculus and Finance | 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 |
| T-WIWI-103128 | Portfolio and Asset Liability Management | 4.5 |
Competence Certificate
The assessment is carried out as partial exams (according to Section 4(2), 1-3 of the examination regulation) of the single courses of this module, whose sum of credits must meet the minimum requirement of credits of this module. The examinations are offered every semester. Re-examinations are offered at every ordinary examination date. The assessment procedures are described for each course of the module separately.
The overall grade of the module is the average of the grades for each course weighted by the credits and truncated after the first decimal.
Competence Goal
The student shows an in depth understanding of advanced Econometric techniques suitable for different types of data. He/She is able to apply his/her theoretical knowledge to real world problems with the help of statistical software and to evaluate performance of different approaches based on statistical criteria.
Prerequisites
This module can only be passed if the module "Econometrics and Statistics I" has been finished successfully before.
Content
This modula builds on prerequisites acquired in Module"Econometrics and Statistics I". The courses of this module offer students a broad range of advanced Econometric techniques for state-of-the art data analysis.
Workload
The total workload for this module is approximately 270 hours.