Modul
Statistics & Econometrics [M-WIWI-106411]
Leistungspunkte
9Turnus
Jedes SemesterDauer
2 SemesterSprache
Deutsch/EnglischLevel
4Version
1Verantwortung
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.