Financial Econometrics
(10146011 + 10146006)
| Veranstalter | Lars Winkelmann |
|---|---|
| Sprache | Englisch |
| Semester | Spring 2026 |
| Veranstaltungsumfang | Seminar-style instruction and one more |
| Leistungspunkte | 6 ECTS |
| Anmeldemodalität | Campus Management |
| Hinweis | 0258eB1.23 |
Zielgruppe
Graduate Economics
Voraussetzungen
Qualification objectives:
Students will become familiar with advanced statistical and numerical methods and models at the current state of international research. They will be enabled to understand and analyze these methods and models with mathematical precision. In doing so, they will understand the underlying assumptions and be able to reflect critically on them. They will be able to apply these methods and models to complex data structures.
Contents:
Advanced methods and research questions in statistics and econometrics, e.g., advanced survey statistics, high-dimensional statistical methods, structural microeconometrics, stochastic optimization, Monte Carlo-based methods, big data.
