| Registration for the Lecture |
Students have to sign in for this course in HISinOne. The registration in ILIAS will be carried out automatically. |
| Registration for the Exam |
Please note that the registration for the lecture does not automatically mean that you are registered for the exam! A separate registration for the exam is mandatory!
You can find the current examination dates as well as further information on the registration for the examination as well as the deadlines for registration and deregistration of the examinations on the homepage of the examination office. |
| Ilias |
In ILIAS, a password is required in order to access the course material, as well as the updates and relevant information. The password will be given to you in the first lecture. |
| Instructor |
|
| Language |
English
|
Lectures
|
Block 1:
- 19.05.2025: 8:30-10:00, HS1009, KG I
- 20.05.2025: 8:30-10:00, HS 3043, KG III
- 21.05.2025: 8:30-10:00, HS 3043, KG III
- 22.05.2025: 8:30-10:00, HS 3043, KG III
- 23.05.2025: 8:30-10:00, HS 1221, KG I
Block 2:
- 02.06.2025: 8:30-10:00, R 101, Breisacher Tor
- 03.06.2025: 8:30-10:00, R 101, Breisacher Tor
- 04.06.2025: 8:30-10:00, R 207, Breisacher Tor
- 05.06.2025: 8:30-10:00, R 201, Breisacher Tor
- 06.06.2025: 8:30-10:00, R 101, Breisacher Tor
Block 3:
- 07.07.2025: 8:30-10:00, R 101, Breisacher Tor
- 08.07.2025: 8:30-10:00, R 201, Breisacher Tor
- 09.07.2025: 8:30-10:00, R 207, Breisacher Tor
- 10.07.2025: 8:30-10:00, R 201, Breisacher Tor
- 11.07.2025: 8:30-10:00, R 101, Breisacher Tor
|
| Exercise Sessions |
Block 1:
- 19.05.2025: 10:30-12:00, HS 3117, KG III
- 20.05.2025: 10:30-12:00, HS 3044, KG III
- 21.05.2025: 10:30-12:00, R 205, Breisacher Tor
- 22.05.2025: 10:30-12:00, R 205, Breisacher Tor
- 23.05.2025: 10:30-12:00, R 101, Breisacher Tor
Block 2:
- 02.06.2025: 10:30-12:00, R 201, Breisacher Tor
- 03.06.2025: 10:30-12:00, R 01 014, Wilhelmstr. 26
- 04.06.2025: 10:30-12:00, R 205, Breisacher Tor
- 05.06.2025: 10:30-12:00, HS 02 017, Werthmannstr. 4
- 06.06.2025: 10:30-12:00, R 101, Breisacher Tor
Block 3:
- 07.07.2025: 10:30-12:00, R 201, Breisacher Tor
- 08.07.2025: 10:30-12:00, R 01 014, Wilhelmstr. 26
- 09.07.2025: 10:30-12:00, R 205, Breisacher Tor
- 10.07.2025: 10:30-12:00, R 205, Breisacher Tor
- 11.07.2025: 10:30-12:00, R 101, Breisacher Tor
|
| Credits |
6 ECTS
|
| Work load |
Approx. 200 hours
|
| Basic Requirements |
Statistics, Mathematics, Econometrics
|
| Qualification Target |
This course aims at endowing students with the necessary econometric knowledge and tools for undergoing empirical research on policy evaluation and big data analysis.
|
| Contents |
The course covers a series of topics in microeconometrics, policy evaluation and statistical learning. The course aims at introducing students to a range of advanced econometric methods as well as developing programming skills in R. The topics covered are:
- Treatment effect: identification
- Logit/probit
- Propensity score weighting and treatment effect estimation
- Regression Discontinuity and Dif-in-Dif
- Instrumental variables
- Kernel regressions and introduction to nonparametrics
- Dimension reduction: Lasso and Ridge regressions
- Cross validation and bootstrap
- Bagging and boosting
- Trees & forests
- Causal Machine Learning
- Advanced classification: Support Vector Machines and Neural Networks
|
| Main References |
- Wooldridge (2010) Econometric analysis of cross section and panel data. Cambridge, Mass.: MIT Press
- Bühlmann and van de Geer (2011) Statistics for High-Dimensional Data, Springer eBook
- Hastie, Tibshirani, Friedman (2009) The elements of statistical learning: data mining, inference, and prediction. Springer
- James et. al. (2013) An introduction to statistical learning: with applications in R. New York: Springer
VPN access is required for the eBooks.
|
| Exam |
- Written exam (90 minutes): 06.08.2025, 2 p.m., HS 3044 (KG III)
- A separate registration is mandatory for the exam!
Period for registration and deregistration: 09.06.2025 - 10.07.2025
- Please find further details on the examination office's homepage.
- In the exam you may use a non-programmable calculator, a hard copy of a German-English dictionary book and a one-sided A4 hand-written cheat sheet.
|
| Retake Exam |
- Final written exam (90 minutes): tba
- A separate registration is mandatory for the exam! Period for registration and deregistration: tba
- Please find further details on the examination office's homepage.
- In the exam you may use a non-programmable calculator, a hard copy of a German-English dictionary book and a one-sided A4 hand-written cheat sheet.
|
| Grading |
100% final exam |
| Target Group |
- M.Sc. VWL (Accounting, Finance and Taxation / Business Analytics / Empirical Economics / Network Economics and IT Risk Management)
- M.Sc. BWL (Volkswirtschaftslehre / Quantitative Methoden / Wirtschaftsinformatik)
- M.Sc. in Economics (Finance / Information Systems and Network Economics / Digital Markets)
|
