Financial econometrics is the subfield of econometrics that investigates the theory of financial markets and the products that comes with it. A special feature of financial data are the so-called "stylized facts", which do not exist in a comparable way in any field of empirical economics. These properties are significant in two respects: On the one hand, they have led to the falsification or modification of popular, theoretical models in the past. On the other hand, they have been the impetus for the development of models that have been extremely successful in practice. In this course we will study advanced technics of this field.

Einschreibeschlüssel: WiSo2425


Instructors:

Kick-off Meeting

  • Expected October 25, afternoon (or in the week after)
  • Via Zoom 

Credits and Contents

  • Credits: 6 ECTS
  • Applied Software Projects, working in a group of 1-3 students
  • Final Submission Date: Open for Discussion


Enrollment Key: applearning

People and Dates:


 Date & Time Place Person
Lecture    
 Do., 12:15 - 13:45 
 A 240 
 Rügamer   
Lecture    
 Fr.,  12:15 - 13:45
 S 002  
 Rügamer   
Exercise
 Mo., 14:15 - 15:45
 S 003 
 Schulte/Sommer 
Tutorial
 Wed., 16:15 - 17:45 
 M 114
 Runnwerth

Lecture: David Rügamer
Exercise: Rickmer Schulte, Emanuel Sommer
Tutorial: Kilian Runnwerth


Enrollment Key: StatMod101


Der Einschreibeschlüssel lautet: MatheINF

This bachelor seminar revisits these competing paths and critically compares them to one another. We will read introductory texts to get (more) familiar with frequentist, Bayesian and fiducial inference. We will learn about their differences with respect to both mathematical intricacies and philosophical underpinnings.

The seminar is intended as an introductory course, focusing on very basic concepts and foundational knowledge. Participants should have attended the courses on “statistical inference I and II” (“Statistik III” and “Statistik IV”), but no explicit prior knowledge on the frequentism, Bayesianism, and fiducialism debates is required. We will work with two modern textbooks [1,2], one of which [2, Part I] especially targets novices unfamiliar with the subject. We also welcome interested minor students in their final year. The seminar will be held in English.

[1] Berger, James, Meng, Xiao-Li, Reid, Nancy, and Xie, Ming-Ge. (Eds.). (2024). Handbook of Bayesian, Fiducial, and Frequentist Inference. CRC Press.

[2] Efron, Bradley, and Trevor Hastie. Computer age statistical inference, algorithms, evidence, and data science. student edition. Cambridge University Press, 2021.


The Open Science movement plays a central role in promoting good scientific practice and overcoming the replication crisis in the empirical sciences. Statistics is a key driver of progress in numerous scientific disciplines and serves as an indispensable tool for knowledge discovery.
Our seminar deals with important epistemological aspects of statistics, with the aim of developing a solid understanding of the statistical concepts addressed in the context of open science and the replication crisis. We pay special attention to the philosophy of statistical inference and testing. Through this discussion, we will lay a solid foundation for the application and interpretation of various statistical concepts.

Official statistical agencies are the central information service providers in a democratically organized society, informing politics, business and society about current economic, social and increasingly also ecological developments. In this way, official statistics form an important basis for informed decisions. At the same time, official statistics act as a control authority, especially for politics, by empirically reflecting the consequences of decisions and actions. To meet this responsibility, official statistics production underlies a strict methodology and high-quality standards. 

Against this background, there has also been an intensive discussion about the opportunities and challenges complex statistical modelling, machine learning techniques, and new data sources deliver. This module aims to prepare students for participation in the discourse between academic and official statistics and the numerous opportunities for cooperation with public data producers. It provides an insight into typical questions and modes of argumentation, methodological principles, and the most important products of official statistics. First, the basic principles and legal framework of official statistics, their fundamental structure in Germany/Europe and their most important supporting institutions are discussed as a basis. Further topics will then include the EU system of environmental indicators, national and international poverty measurement, the role of machine learning and big data in official statistics, selected aspects of result dissemination and statistical literacy, and access to official data sources for (own) secondary analyses, including an introduction to statistical anonymization techniques.

The course format is a mix of classical lecture style, guest lectures and inverted classroom elements with in-person discussion and deepening of the topics. The course is compulsory for the EMOS (see below) variant; all other students can choose it as an elective module.

Enrollment Key: emosa

On EMOS: The intensified cooperation of statistical authorities with a number of universities resulted in an EU-wide certification of particular master's degree programmes (EMOS: European Master in Official Statistics) that are recognized for providing a comprehensive education in official statistics. For students at LMU, it is possible to obtain an EMOS certificate by taking a specific route within the Machine Learning track and the Social Statistics and Data Science track.

This course will discuss essential research techniques in statistics and data science, also preparing students for successfully participating in seminars and writing a thesis. The material presented focuses mainly on classical research techniques and a first understanding of research as a social system. Beyond this, classroom discussions will hopefully help combine the classical techniques with "modern personal knowledge management methods", which are currently also intensively disseminated by different YouTube authors. 

The course is part of the Bachelor’s programmes in Statistics and Data Science (150 major or 60 ECTS minors: `Methoden und Techniken des wissenschaftlichen Arbeitens’,  P16.1, and  WP 12.1 / WP 13.1, respectively). All interested Master’s students and Bachelor's students from the "old POs" are most welcome as well. A certificate can be issued for active personal attendance.

Minor students and Bachelor's degree Erasmus students who will not attend a seminar can obtain 3 ECTS via an examination/small project at the end of the course.


Time and Dates: Wednesdays, 6.15 p.m. - 8.00 pm, A213 (main building), on October 23, November 13, (20?,), December 4, 11 (, 18?) and on a further date later in the semester (to be arranged).


Enrollment key: ResTech25


If you are interested in active participation in the course but cannot always come in person for good reasons, you are welcome to contact me (Thomas Augustin). We are currently investigating whether we can offer a fallback Zoom solution. 


Organisation:

Vorlesungen: Mittwoch, 10.00 - 12.00, Schellingstr. 3 (S) - S 001 (wöchentlich)
Vorlesungen: Donnerstag, 10.00 - 12.00, Schellingstr. 3 (S) - S 005 (wöchentlich)
Übung 1: Dienstag, 14.15 - 15.45, Geschw.-Scholl-Pl. 1 (D) - D 209  (wöchentlich)
Übung 2: Donnerstag, 14.15 - 15.45, Geschw.-Scholl-Pl. 1 (D) - D 209 (wöchentlich)

Student enrollment key: InfStat12025!

Termine:

Termin Ort Person Beginn
Vorlesung Di, 16:15-17:45
Schellingstr. 3 (S) - S 002
Thomas Nagler 15.10.2024
Übungsgruppe 1 Mi, 12:15-13:45
Schellingstr. 3 (S) - S 005 Jana Gauß
23.10.2024
Übungsgruppe 2 Do, 12:15-13:45 Theresienstr. 39 - B 051
Jana Gauß 24.10.2024

Einschreibeschlüssel
  • Der Einschreibeschlüssel lautet: "fmm2425"

This seminar is designed to be taken together with the course "Causal Inference" as an opportunity to explore topics from the lectures in more depth. Taking the course "Causal Inference" is not required, but background knowledge on causality is strongly recommended.

Because of its link to the course, the topics of the seminar are strongly related: we will read and discuss recent research papers on the identification of causal effects with a focus on applications in economics.

Causality is central to much of empirical work in economics. After formally defining the concept of causality through potential outcomes and identification of causal effects, the course introduces several research designs in which identification of causal effects can be established. The course shows the formal identification arguments, discusses empirical examples, and practical aspects of implementation. Examples of research designs covered are matching, instrumental variables, differences-in-differences, and regression discontinuity designs.

Enrolment key: ci2425

Welcome to the course "Statistics for Geosciences" in winter term 24/25!

First meeting: Wednesday, October 16, 15h00 (UTC/GMT +2) via zoom

Enrolment key: rose-diagram

This course provides a comprehensive overview of the key methodological principles in designing, analyzing, and interpreting epidemiological studies.

The first part introduces foundational concepts such as defining estimands (the research question) and basic causal thinking. It also covers essential epidemiological measures, including prevalence, incidence, and effect measures, to describe associations between exposures and outcomes. Additionally, the course addresses challenges common in observational studies, such as bias and confounding. It critically examines how different study designs and statistical techniques can be used to handle both measured and unmeasured confounding.

The second part of the course focuses on more advanced topics. These include the role of evidence in shaping policy, the handling of missing data, and the analysis of competing risks in epidemiological research.

Enrollment Key: StatMetEpi2425

Enrollment key: css2024


Einschreibeschlüssel

  • Der Einschreibeschlüssel lautet: "stat3nf2024"

The seminar will present and discuss current statistical analyses of the climate crisis. It addresses central topics from a joint research project (CLIMEX II) with the LMU Chair of Physical Geography and Environmental Modelling. There will be two focal points.

  1. Statistical modelling of climate change, extreme climatic events and natural hazards. This involves uncertainty quantification of climate models, drought forecasts for Bavaria, modelling of extreme events

  2. Effects of climate change on human health. In particular, models that attempt to analyse the current and future adverse effects (e.g. number of additional deaths) caused by climate change will be discussed. In particular, analyses by the Intergovernmental Panel on Climate Change (IPCC) will be addressed.

Students are expected to engage intensively with the scientific literature, present the statistical methodology for the chosen topic and/or replicate results from the literature. Students will work on their seminar topic in groups of 2 Persons, one statistics and one geography student. The Seminar meetings, presentations and final report will be in English. We also recommend good skills in git and GitHub for the statistics students. It is possible to present your topics and, if suitable, to work on them in the seminar. The final results of the Seminar will be published as Chapters online in a Book: https://henrifnk.github.io/Seminar_ClimateNStatistics/

Key : CCstats2425

Schedule:

  • Lecture/Exercise: Monday, 16-18 c.t., Geschw.-Scholl-Pl. 1 - A 017 (starting Monday, 14 October 2024)
  • Lecture/Exercise: Wednesday, 10-12 c.t., Geschw.-Scholl-Pl. 1 - F 007 (starting Wednesday, 16 October 2024)
  • Ratio: Lecture:Exercise = 3:1; first exercise class on Monday, 21 October 2024

Enrollment key: 

Surv24Ana


Termine

  • Dieser Kurs ist als Kurs zum Selbststudium konzipiert.

Einschreibeschlüssel

  • Der Einschreibeschlüssel lautet "miniconda3".


This tutorial is aimed at Master's students seeking to refresh or broaden their basic mathematics skills.

Enrolment key (Einschreibeschlüssel): MathIsFun


Das WP "Statistik und Kirche" bietet eine umfassende Einführung in die statistische Analyse von Kirchenmitgliedschaften. Im WP werden Datenquellen der katholischen Kirche betrachtet, um ein tiefgehendes Verständnis für die Erhebung und Analyse von Mitgliedschaftsdaten zu entwickeln. Themen wie Datenqualität, Kirchenmitgliedschaftsuntersuchungen (KMU), deskriptive Statistik und Datenvisualisierung stehen im Mittelpunkt.

Das WP richtet sich sowohl an Theologie- als auch Statistikstudierenden, die in interdisziplinären Teams zusammenarbeiten werden. Diese Zusammenarbeit ermöglicht einen Austausch verschiedener Perspektiven und fördert das gemeinsame Erarbeiten von Erkenntnissen. Eine Mitgliedschaft in der katholischen Kirche ist selbstverständlich KEINE Voraussetzung für die Teilnahme am WP als Statistikstudierender.

BA Statistik und Data Science: WP 8 Einblicke in ausgewählte Anwendungsfelder von Statistik und Data Science

BA Statistik und Data Science: WP 11 Spezielle Themen der Statistik und Data Science

Seminar (für die kath. Theologie/fällt nicht unter die Seminare in der Statistik!) Pastoraltheologie / Kirchenrecht

Einschreibeschlüssel: 

statkirche




Course Details

The course (timeline) will be project-based with individual meetings between project supervisor and students

Enrollment key: 
applyDL

Schedule:

Time Lecturer Begin

Lecture

Monday, 10:15 - 11:45
Prof. Dr. Heumann
14.10.2024
Tutorial Tuesday, 08:15 - 09:45 Stephan
22.10.2024

Lecture

Tuesday, 14:15 - 15:45
Prof. Dr. Heumann
15.10.2024

Exercise course     
(Group 1)

Wednesday, 14:15- 15:45 Sapargali, Garces Arias 
23.10.2024

Exercise course
(Group 2)

Thursday, 08:15 - 09:45  
Sapargali, Garces Arias 
24.10.2024


Enrollment Key
  • The enrollment key is "stat_inf_w2425"
Note: the course is creditable for "Mathematische Statistik, M.Sc. Mathematik WP5 (PO2021)".

Einführung in die Statistische Software R für erstes Semester Bachelor "Statistik und Data Science"


Einschreibeschlüssel: statsoft2425

Date Place Person Start
Lecture Thursday, 9:15-11:45 Geschw.-Scholl-Pl. 1 - A 014 Boulesteix/Hoffmann 17.10.23
Exercise Session Monday, 8:15-9:45 Geschw.-Scholl-Pl. 1 - A 014  Sauer/Wünsch 04.11.24

    Enrolment key
    • The enrolment key is: "PCS2425"

    Termine:

    Termin Ort Person Beginn
    Vorlesung Di, 12:15-13:45 Geschw.-Scholl-Pl. 1 (A) - A 120 Hoffmann/Mandl 15.10.24
    Vorlesung/Übung  Mi, 14:15-15:45 Geschw.-Scholl-Pl. 1 (A) - A 125  Hoffmann/Mandl 16.10.24

      Einschreibeschlüssel
      • Der Einschreibeschlüssel lautet: "EinfBiom2425"

      Schedule:
      First meeting: Tuesday, 15.10.2024

      Enrollment Key: aca2425

      In this course, we will learn how to conduct empirical analyses through the lenses of permutation- and bootstrap-based techniques. In particular, we will uncover how these nonparametric methods allow us to make reliable inferences under minimal assumptions in a data-driven way.


      This course offers a unique blend of three domains: a solid theoretical foundation, a careful treatment of the computational principles, and a comprehensive revision of key applications that are essential for causal inference. This way, you will understand the basics of nonparametric inference and how to apply it in practice.


      Using real-world examples from experimental or observational data, we will gain experience by applying these methods to uncover causal relationships and draw robust conclusions. Crucially, we will engage in hands-on projects where you can put your coding skills to the test. 


      Designed for advanced undergraduate students with some probability and statistics background, this course is a stepping stone to modern data analysis. Whether you are planning a career in statistics, data science, economics, psychology, or any field that relies on data-driven decision-making, this course will equip you with the tools, knowledge, and coding expertise to take on contemporary problems in applied causal analysis.


      Die Veranstaltung wendet sich an Studierende mit Hauptfach Statistik und Data Science bzw. Statistik. Das Fortgeschrittene Praxisprojekt (PO 2021) bzw. Statistische Praktikum (PO 2010) ist für Studierende im Bachelor-Studiengang Statistik ein Pflichtbestandteil des Studiums. In Gruppen von 4-5 Personen werden Projekte aus der angewandten Statistik bearbeitet. In der Regel besteht ein Projekt aus statistischen Fragestellungen, die sich aus der Zusammenarbeit mit externen Kooperationspartnern ergeben.

      Jede Gruppe hält einen Zwischenvortrag bei dem bisherige Ergebnisse diskutiert und Anreize für weitere Analyse-Ansätze gegeben werden. Abgeschlossen wird das Praktikum mit einem längeren Vortrag in Anwesenheit des Projektpartners.

      Die Statistik-Kenntnisse aus der Veranstaltung "Einführung in die lineare statistische Modellierung" bzw. "Lineare Modelle" werden für das Praktikum dringend empfohlen. Ohne diese Kenntnisse wird eine Bearbeitung der Projekte nicht möglich sein.

      Die Veranstaltung wird sowohl während der Vorlesungszeit als auch in den Semesterferien angeboten. Die fristgerechte Anmeldung bis zum 30.09.2024 ist notwendig und verpflichtend, um eine ausreichende Menge an Projekten vorbereiten zu können. Ohne Anmeldung kann eine Teilnahme nicht garantiert werden. Bei der Anmeldung bitte auf die Angabe der korrekten Prüfungsordnung achten. Bitte beachten Sie, dass das Einschreiben in diesen Kurs keine Anmeldung darstellt.

      Einschreibeschlüssel : statp2425

      Ausgehend von der linearen Modellierung werden komplexe und flexible Regressionsmodelle (generalisierte lineare Modelle und generalisierte additive Modelle) behandelt. Weiter wird ein Überblick über wichtige multivariate Analysetechniken, wie Klassifikation, Diskriminanzanalyse und Clusteranalyse und Modelle für latente Variablen, gegeben.


      Termine und Personen:


       Termin  Ort  Person
      Vorlesung   
       Di, 10.00 - 12.00 
      Kaulbachstr. 37 - 023  
       Hoffmann/Scheipl   
      Vorlesung   
       Fr,  10.00 - 12.00
       Schelling Str. 3- S002
       Hoffmann/Scheipl  
      Übung
       Mi, 10.00 - 12.00
       Geschw.-Scholl-Pl. 1 (M) - M 105
       Wiederkehr/Rave
      Übung  Do, 12.00 - 14.00
       Geschw.-Scholl-Pl. 1 (B) - B 006   Wiederkehr/Rave
      Tutorium
      Kein Tutorium dieses Semester



      Vorlesung: Fabian Scheipl und Sabine Hoffmann
      Übung: Christoph Wiederkehr und Martje Rave
      Tutorium: Kein Tutorium

      Die Kontaktdaten sowie Sprechzeiten sind den jeweiligen Homepages zu entnehmen.


      Einschreibeschlüssel
      5tati5tik

      Format
      Inverted classroom with 90 min live lecture recap + 90 min live exercise recap. Videos are HERE.

      Class

          Time: Thursday, 10:15-11:45 h
          Location: Schellingstr. 3 - S 003

      Exercise

          Time: Friday, 12:15-13:45 h
          Location: Geschwister-Scholl-Platz 01 - A 119

      Enrollment key

          The enrollment key is I2ML_ws2425.

      Dieser Kurs wird Studierenden mit NF Statistik eine Einführung in die statistische Software (R) geben.

      Der Kurs setzt sich aus einer Mischung aus Flipped-Classroom Lehrvideos, Hands-On Lab-Sessions und Drop-In Hilfe-/Beratungssession zusammen.

      Weitere Infos findet Ihr im Kurs.

      Sie müssen und können sich NICHT über das lsf für die Veranstaltung anmelden, schreiben Sie sich bitte einfach mit dem Einschreibeschlüssel StatSoftNF in diesen Moodle Kurs ein.



      Teacher: Walter J. Radermacher
      Runtime: 1. October 2024 - 10. October 2023
      Format: Self-learning through online videos in the first week and in-person workshops for practical appliance of use cases in the second week.
      ExaminationOral Exam (3 ECTS credits)
      Language: English


      Who is this course for? MsC Statistics and Data Science (2021, WP 28+29+40+46), BsC Statistics and Data Science (2021, WP 8+11), Statistik und Data Science als Nebenfach für Bachelor 30 ECTS (2021, WP 4+5), Statistik und Data Science als Nebenfach für Bachelor 60 ECTS (2021, WP 11+12), Statistik und Data Science als Nebenfach 30 ECTS Mathematik (2021, WP 5+6), Statistik Nebenfach 60 ECTS Bachelor Soziologie (2021, WP 10+11), WISO Mater (2010, "Ausgewählte Gebiete..." (3ECTS))

      Self-Enrolment Key: StatsPublicGood#2425

      Enrolment key: karushkuhntucker2425

      Kickoff: TBA

      Credits: 6 ECTS

      Format: 3 hours lecture, 1 hour exercise

      Description
      The course introduces the theoretical foundation of optimization as well as the most prominent methods in this field. It covers the taxonomy of optimization problems and other basic principles of optimization, considering univariate and multivariate problems and commonly used approaches to tackle these. This contains first- and second-order methods as well as stochastic approaches. The course further deals with constrained optimization problems, derivative-free methods as well as multi-criteria optimization and Bayesian optimization of black box functions.

      Content:
      • Mathematical concepts
      • Optimization problems
      • Univariate optimization
      • First order methods
      • Second order methods
      • Constrained optimization
      • Derivative-free optimization
      • Evolutionary optimization
      • Bayesian optimization

      Selbsteinschreibungsschlüssel: grlgprkt


      Die Veranstaltung wendet sich an Studierende im Bachelor Statistik & DataScience  (3. Semester). Das "Grundlegende Praxisprojekt" (BA Statistik und Data Science - PO 2021) ist eine Pflichtveranstaltung (Modul P 11.1).

      Die Veranstaltung wird sowohl während der Vorlesungszeit (in zwei getrennten Termingruppen) als auch in den Semesterferien angeboten. Diese Moodle-Seite ist gemeinsam für alle Veranstaltungen. 
      Für alle drei Blöcke finden Einführungsveranstaltungen mit Anwesenheitspflicht am 14. und 21.10.2024, 16-18 Uhr statt. Aus organisatorischen Gründen ist eine frühzeitige, separate Anmeldung für die Teilnahme während der Vorlesungszeit nötig -- schreiben Sie sich bitte in den Kurs ein und melden Sie sich dann auf der Kursseite für einen der 128 während dem Semester verfügbaren Praktikumsplätze an.


      Please contact bolei.ma@lmu.de if you have any questions.

      Einschreibeschlüssel: dskrpt


      Termine Ort Person
      Vorlesung 
      Mo, 14.00 - 16.00     
       S 002 (Schellingstr. 3) Fabian Scheipl     
      Vorlesung  
      Do, 14.00 - 16.00  A 140 (Hgb)
      Fabian Scheipl
      Übung 1 
      Mo, 10.00 - 12.00
      B 106 (Hgb)
      Patrick Schenk
      Übung 2  
      Do, 12.00 - 14.00
      B 106 (Hgb)
      Patrick Schenk
      Tutorium
      Di, 16.00 - 18.00
      S 001 (Schellingstr. 3)
      Michael Kobl

      Übung & Tutorium beginnen erst in der zweiten Semesterwoche.


      Dates:

      TerminOrtPersonBeginn
      Lecture Wed, 16:15-17:45  Geschw.-Scholl-Pl. 1 (A) / A 022 Nagler 16.10.24
      Lecture/Exercise  Thu, 16:15-17:45 Geschw.-Scholl-Pl. 1 (M) / M 105  Nagler/Palm  17.10.24

      Password
      • The password for enrolment is: "mathstat"


      Master and Bachelor Seminare

      Enrolment Key: Hierarchy

      Enrolment Key: sl_2425

      Person: Dr. Cornelia Oberhauser

      SAS course as a 5-day block course during the semester break

      Dates:

      Day

      Time
      Room
      Mon 23.09.2024
      Lecture 9:15 - approx. 12:15
      online via Zoom

      Exercise
      13:15 - 17:00
      online via Zoom
      Tue 24.09.2024
      Lecture
      9:15 - approx. 12:15 online via Zoom
      Exercise
      13:15 - 17:00 online via Zoom
      Thu 26.09.2024
      Lecture
      9:15 - approx. 12:15 online via Zoom
      Exercise
      13:15 - 17:00 online via Zoom
      Mon 30.09.2024
      Lecture
      9:15 - approx. 12:15 online via Zoom
      Exercise
      13:15 - 17:00 online via Zoom
      Tue 01.10.2024
      Lecture
      9:15 - approx. 12:15 online via Zoom
      Exercise
      13:15 - 17:00 online via Zoom

      Enrolment key

      • The enrolment key is: ‘saskurs2024’

      Guest key

      • The guest key is: ‘saskurs2024’

      Teilnehmende dieses BA-Seminars werden basierend auf der offiziellen Seminareinteilung von Dr. Schollmeyer dem Moodle-Kurs hinzugefügt.

      Wichtige Informationen zur Orientierung sind in diesem Dokument zusammengefasst. 

      Bei Fragen wenden Sie sich bitte an ludwig.bothmann@lmu.de


      Master course 

      • Master Statistics & Data Science – WP44 Advanced Statistical Modelling
      • ESG Data Science – Elective
      • Master Statistik (mit WiSo), Biostatistik – Ausgewählte Gebiete... oder Schätzen und Testen II (mit Zusatzleistung)

      Self-Enrolment Key: Laplace

      Bayesian methods have seen increasing use within statistics in the last couple of years. In Bayesian frameworks, prior knowledge can be integrated as prior distribution. These also allows to regularise parameters in large p>>n models via priors, up to the point where the prior becomes part of the statistical model itself.

      In this course, advanced Bayesian models will be discussed. These include several types of latent models, in particular latent Gaussian fields, applied for example to time series and spatial data, mixed effect models and other structured regression models. The course will also cover different type of algorithms to assess the posterior, based on Monte Carlo methods and on approximation. Further topics include Bayesian model and variable selection and Bayesian classification.

      Requirements

      Students should be familiar with basics of Bayesian statistics.

      Recommended: 

      • Statistical inference
      • Statistical modelling

      Learning outcomes:

      After successfully completing the course, students will be able 

      • to understand Bayesian models 
      • to apply Bayesian modelling for appropriate data
      • to interpret the results of Bayesian models 
      • to implement Bayesian models in standard software

      Date and time
      Tuesday 8.30-10.00 M001
      Thursday 14.15-15.45 E216



      Master course 

      • Master Statistics & Data Science – WP45
      • ESG Data Science – Elective
      • Master Statistik (mit WiSo), Biostatistik – Räumliche Statistik

      Self-Enrolment Key: Waldo


        Date and time
        Tuesday12.15-13.45M109
        Thursday10.15-11.45VU104




      Schedule:
      First meeting: Thursday, 17.10.2024
      Last meeting: Friday, 07.02.2025

      Enrollment key: npmetrics

      Overview:
      This course is part of the Econometrics Track in the Master's Program in Statistics and Data Science. It is also suitable for advanced master's and PhD students in Economics.

      The course covers the foundations of classic nonparametric methods, with emphasis on kernel estimation of density and regression functions. It combines rigorous derivations of the statistical properties of estimators with simulation studies and empirical applications, such as regression discontinuity/kink designs and average treatment effect estimation.

      Main textbook reference: Li and Racine. Nonparametric Econometrics: Theory and Practice, 2007.

      Enrollment key: automl

      Die Veranstaltung "Programmieren mit Statistischer Software (R)" wendet sich an Studenten im Bachelor Statistik und Data Science (3. Semester). Sie baut auf die Veranstaltung "Einführung in die Statistische Software" (1. Semester) auf.

      Einfuehrungsveranstaltungen

      Zeit: Montag 2024-10-14, 10--12 c.t., Mittwoch 2024-10-16, 16--18 c.t.
      Ort: Schellingstr. 3 (S), Raum S 003

      Tutorials

      Termine: Montags und Mittwochs, 2024-10-21 -- 2024-12-18; 2025-01-13 -- 2025-02-05.

      Bitte nur zu den Ihnen eingeteilten Terminen kommen. Sitzplaetze sind begrenzt!

      Zeiten sind "s.t.".

      Zeitslot
      Ort Person
      Montag 10--11 (AM)
      Ludwigstr. 33, Room 144 ("Seminar Room")
      Lisa Wimmer
      Montag 11--12 (AM)
      Ludwigstr. 33, Room 144 ("Seminar Room") Lisa Wimmer
      Mittwoch 16--17
      Schellingstr. 9 Raum 314 Martin Binder
      Mittwoch 17--18
      Schellingstr. 9 Raum 314 Martin Binder
      Mittwoch 18--19
      Schellingstr. 9 Raum 314 Martin Binder

      Einschreibeschlüssel: progr2425

      Simply called "Data Privacy" on lsf if you want to register.

      Einschreibeschlüssel: dataprivacy

      This course is about the theoretical foundations of deep learning.

      -- Only for participants that have been officially assigned to the seminar --


      Schedule

      • Lecture: 
        • Wednesday, 10-12 c.t.
        • Location: Oettingenstr. 67, L 155 (Raumfinder)
      • Tutorial: 
        • Friday, 10 - 12 c.t.

        Enrollment key

        • Enrollment key: hallucination

        Termine

        • Vorlesung: Dienstag, 16 - 18 c.t.
        • Übungen:
          Mittwoch, 12 - 14 c.t. & 14 - 16 c.t.
          Donnerstag, 10 - 12 c.t. & 12 - 14 c.t.

        Einschreibeschlüssel

        • Der Einschreibeschlüssel lautet "stats25".

        Termine

        • Vorlesung: Donnerstag, 10 - 12 c.t.
        • Übungen:
          Montag, 12 - 14 c.t. & 14 - 16 c.t.
          Mittwoch, 10 - 12 c.t. & 12 - 14 c.t.

        Einschreibeschlüssel

        • Der Einschreibeschlüssel lautet "stats25".