Teaching at the Institute of Statistics

Area of Expertise in Statistics

• Tutorial on descriptive statistics (270024)

  	Time and room:	Lecturer:
  	Mon. 09:15 - 10:45 | I-401 (Group 1)	Tutor
  	Mon. 09:15 - 10:45 | II-013 (Group 2)	Tutor
  	Mon. 09:15 - 10:45 | I-442 (Group 3)	Tutor
  	Mon. 09:15 - 10:45 | I-332 (Group 4)	Tutor
  	Mon. 12:45 - 14:15 | I-301 (Group 5)	Tutor
  	Mon. 12:45 - 14:15 | II-013 (Group 6)	Tutor
  	Mon. 12:45 - 14:15 | I-332 (Group 7)	Tutor
  	Mon. 12:45 - 14:15 | VII-004 (Group 8)	Tutor
  	Mon. 16:15 - 17:45 | I-442 (Group 9)	Tutor
  	Mon. 16:15 - 17:45 | I-332 (Group 10)	Tutor
  	Mon. 16:15 - 17:45 | VII-004 (Group 11)	Tutor
  	Mon. 16:15 - 17:45 | I-063 (Group 12)	Tutor
  	Tue. 16:15 - 17:45 | I-301 (Group 13)	Tutor
  	Tue. 16:15 - 17:45 | I-442 (Group 14)	Tutor
  	Wed. 09:15 - 10:45 | II-013 (Group 15)	Tutor
  	Wed. 09:15 - 10:45 | I-342 (Group 16)	Tutor
  	Wed. 09:15 - 10:45 | I-063 (Group 17)	Tutor
  	Thu. 12:45 - 14:15 | VII-005 (Group 18)	Tutor
  	Thu. 12:45 - 14:15 | III-115 (Group 19)	Tutor
  	Thu. 16:15 - 17:45 | VII-005 (Group 20)	Tutor
  	Fri. 09:15 - 10:45 | I-342 (Group 21)	Tutor
  	Fri. 09:15 - 10:45 | I-063 (Group 22)	Tutor
  	Fri. 11:00 - 12:30 | I-063 (Group 23)	Tutor
  	Fri. 14:30 - 16:00 | I-063 (Group 24)	Tutor
  Comments:	This is a supplementary, in-person tutorial. Students are expected to participate actively in their assigned tutorial groups. Dates and organizational details will be announced during the lecture and via Stud.IP. Students will be assigned to tutorial groups via Stud.IP, starting on Tuesday, October 20, 2026 (the first lecture) at 4:45 p.m. and ending on Wednesday, October 28, 2026, at 11:59 p.m.

• Descriptive Statistics (270148)

  	Time and room:	Lecturer:
  	Tue. 09:15 - 10:45 | VII-201	Sibbertsen
  Contents:	Introduction Empirical Distributions Correlations Probability Theory Theoretical Distributions
  Literature:	Sibbertsen, P., Lehne, H. (2015) Statistik, Einführung für Wirtschafts- und Sozialwissenschaftler, Springer, Berlin. Schira, J. (2009) Statistische Methoden der VWL und BWL, Pearson München, 3. Auflage. Fahrmeir et al (2009) Statistik: Der Weg zur Datenanalyse, Springer, Berlin, 7. Auflage. Bamberg, Baur (2001) Statistik, Oldenbourg, München, 12. Auflage.

• (270150)

  	Time and room:	Lecturer:
  	Tue. 07:30 - 09:00 | VII-201	Sibbertsen
  Comments:	Ends halfway through the lecture period

• Schließende Statistik für Wiederholer (270028)

  	Time and room:	Lecturer:
  	Wed. 18:15 - 19:45 (Every 14 days) | II-013 and Thu. 18:15 - 19:45 (Every 14 days) | II-013	Özer
  Comments:	The revision tutorial consists of a total of 8 sessions (2 sessions per week) and begins in the first week of lectures, starting on October 19, 2026, and ends on November 13, 2026. The exact dates and further information can be found on Stud.IP. Active participation is expected.

Area of Expertise in Business Administration and Economics

• Seminar Econometrics (273002)

  	Time and room:	Lecturer:
  	Block course	Sibbertsen
  Contents:	Topic of the seminar in the winter term 2026 / 2027 is "Linear Regression".
  Comments:	The seminar will be held as a block course. Further information regarding the allocation of topics and the date of the event will be announced on the website of the Institute of Statistics. Examiner: Prof. Dr. Sibbertsen

• Econometrics (273006)

  	Time and room:	Lecturer:
  	Fri. 11:00 - 12:30 | I-401	Sönksen
  Contents:	The following course topics are planned but may vary depending on the progression of the course: Motivations for the linear regression model Estimation and inference Endogeneity: origins and solutions Generalized linear regression model Instrumental variables The exercise promotes understanding of the theoretical concepts from the lecture. This is achieved through the use of statistical software, among other things. The exercise is therefore an important part of the module.
  Literature:	Angrist, J. und Pischke, J.-S. (2015), Mastering Metrics: The path from cause to effect, Princeton University Press, Princeton, New Jersey. Hansen, B. (2022), Econometrics, Princeton University Press, Princeton, New Jersey. Stock, J.H. and M.W. Watson (2007): Introduction to Econometrics, 3rd ed. Pearson

• Hannover Finance Symposium (BSc) (273020)

  	Time and room:	Lecturer:
  	Block course (Group 1)	Breitner, Dierkes, Dräger, Prokopczuk, Schneider, Sibbertsen, Sönksen, Todtenhaupt
  	Block course (Group 2)	Breitner, Dierkes, Dräger, Prokopczuk, Schneider, Sibbertsen, Sönksen, Todtenhaupt
  	Block course (Group 3)	Breitner, Dierkes, Dräger, Prokopczuk, Schneider, Sibbertsen, Sönksen, Todtenhaupt
  	Block course (Group 4)	Breitner, Dierkes, Dräger, Prokopczuk, Schneider, Sibbertsen, Sönksen, Todtenhaupt
  Contents:	The Hannover Finance Symposium takes place on 11.11.2026. To receive credits participation is mandatory. Further details will be published on the webpage of the Hannover Center of Finance and Insurance.

Area Data Science and Applied Econometrics

• Advanced Statistics (373000)

  	Time and room:	Lecturer:
  	Thu. 09:15 - 10:45 | I-063	Javed
  Contents:	Probability Theory: Random Variables, Densities Distribution Functions, Moments of Random Variables Parametric Families of Distributions Point Estimation: Least Squares, Method of Moments, GMM, Maximum Likelihood Hypothesis Testing: Theory of Testing, LR-, Wald-, LM-Test, Testing in the linear model
  Literature:	Mood, Graybill and Boes (1974) Introduction to the Theory of Statistics. Mittelhammer, R. (1996): Mathematical Statistics for Economics and Business, Springer.

• Seminar Econometrics (373002)

  	Time and room:	Lecturer:
  	Block course (Group 1)	Sibbertsen
  	Block course (Group 2)	Yu
  Contents:	The seminar will be on "Extreme Value Theory"
  Comments:	Further Information about the seminar can be found on the website of the Institute for Statistics. The seminar will be held as a face-to-face event. Prüfer: Prof. Dr. Sibbertsen

• Nonparametric Statistical Methods (373010)

  	Time and room:	Lecturer:
  	Tue. 12:45 - 14:15 | I-063	Less
  Contents:	Kernel density estimation Nonparametric regression Semiparametric methods Machine learning
  Literature:	Härdle, W. (1992) Applied Nonparametric Regression, Cambridge University Press. Henderson, D. J., Parmeter, C. F. (2015) Applied Nonparametric Econometrics, Cambridge University Press. Li, Q., Racine, J. S. (2007) Nonparametric Econometrics, Princeton University Press. Pagan, A., Ullah A. (1999): Nonparametric Econometrics, Cambridge University Press. Friedman, J., Hastie, T., Tibshirani, R., (2001): The Elements of Statistical Learning, Springer.

• Statistical Database Management (373029)

  	Time and room:	Lecturer:
  	Wed. 12:45 - 14:15 | I-063	Less
  Contents:	This course aims to enable students to create relational databases, write SQL statements to extract information from databases to satisfy business reporting requests, create ERD To design databases, visualize the design of ERD, and analyze table design for excessive redundancy. The students will also be able to use common aggregate query operators in SQL and more sophisticated statistical measures may also be supported by some database systems.
  Literature:	Date, Chris J. Database design and relational theory: normal forms and all that jazz. Apress, 2019. Silberschatz, Abraham, Henry F. Korth, and S. Sudarshan. "System Concepts." (2008). Gupta, A. (2009). Statistical Data Management. In: LIU, L., ÖZSU, M.T. (eds) Encyclopedia of Database Systems. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-39940-9_1290.
  Comments:	List of software and packages required for the course: MySQL server, MySQL workbench, ERD design tool

• Master Colloquium Statistics (373035)

  	Time and room:	Lecturer:
  	Block course	Javed
  Contents:	The fundamentals for academic work within the framework of a bachelor’s thesis are established. The students present and discuss their results.

Several Areas

• Financial Econometrics (379012)

  	Time and room:	Lecturer:
  	Fri. 09:15 - 10:45 | I-332	Sönksen
  Contents:	Characteristics of Financial Time Series Event Studies Generalized Methods of Moments (GMM) in empirical asset pricing Volatility Modeling Further topics might be touched upon if time permits. Practice sessions help deepening understanding of the theoretical concepts discussed in class and partly rely on statistical software for that purpose. They are an integral part of the module.
  Literature:	Campbell, J. Y., Lo, A. W. and MacKinlay, A. C. (1997): The Econometrics of Financial Markets, Princeton University Press, Princeton, New Jersey. Cochrane, J. (2005)., Asset Pricing (Revised Edition), Princeton University Press, Princeton, New Jersey. Greene, W. H. (2012): Econometric analysis (International Edition), 7th ed., Pearson, Essex. Hamilton, J. D. (1994): Time Series Analysis, Princeton University Press, Princeton, New Jersey. Singleton, K. (2006), Empirical Dynamic Asset Pricing, Princeton University Press, Princeton, New Jersey.

• Hannover Finance Symposium (MSc) (379019)

  	Time and room:	Lecturer:
  	Block course (Group 1)	Breitner, Dierkes, Dräger, Prokopczuk, Schneider, Sibbertsen, Sönksen, Todtenhaupt
  	Block course (Group 2)	Breitner, Dierkes, Dräger, Prokopczuk, Schneider, Sibbertsen, Sönksen, Todtenhaupt
  	Block course (Group 3)	Breitner, Dierkes, Dräger, Prokopczuk, Schneider, Sibbertsen, Sönksen, Todtenhaupt
  Contents:	The Hannover Finance Symposium takes place on 11.11.2026. To receive credits participation is mandatory. Further details will be published on the webpage of the Hannover Center of Finance and Insurance.

• Advanced Econometrics (379023)

  	Time and room:	Lecturer:
  	Tue. 16:15 - 17:45 | I-063	Rogge
  Contents:	Introduction to Basic Econometrics & R Probit & Logit Models Count Data Models Tobit & Selection Models Estimating Treatment Effects Survival Analysis
  Literature:	Takeshi Amemiya. Advanced Econometrics. Harvard university press, 1985. Cameron, A.C., Trivedi, P.K., 2005. Microeconometrics: Methods and Applications, Cambridge University Press. Greene, W. H., 2012. Econometric Analysis, Pearson. Hayashi, F., Econometrics, 2000. Princeton University Press. Stock, J. H., Watson, M. W., 2014. Introduction to Econometrics, Pearson. Wooldridge, J. M., 2010. Econometric Analysis of Cross Section and Panel Data, MIT Press. Wooldridge, J. M., 2012. Introductory Econometrics, South-Western College Publishing.
  Comments:	More information on Stud.IP

• Advanced Time Series Analysis (379029)

  	Time and room:	Lecturer:
  	Wed. 14:30 - 16:00 | I-063	Yu
  Contents:	Introduction and overview Multivariate Time Series Models Vector Autoregressive Models (VARs) Structural VARs
  Literature:	Enders, W. (2014). Applied Econometric Time Series, Wiley. Lütkepohl, H. (2005) New Introduction to Multiple Time Series Analysis, Springer. Lütkepohl, H. (2004) Applied Time Series Econometrics, Cambridge University Press.
  Comments:	This lecture focuses on multivariate time series analysis. As such, it involves working with vectors and matrices, both in theory and computation. A solid understanding of basic statistics and mathematics is therefore essential for success in this lecture. The lecture will include the necessary vector and matrix computations.

1. Area: Professional skills

• Advanced Time Series Econometrics (571017)

  	Time and room:	Lecturer:
  	Block course	Prokopczuk, Sibbertsen
  Contents:	Prof. Prokopczuk Kalman Filter Bayesian Statistics Markov Chain Monte Carlo (MCMC) Bootstrapping Prof. Sibbersten Stochastic Processes Martingales as Fair Games Stochastic Integration Black Scholes Formula
  Comments:	Interested PhD stdutens should register via email by 15 October 2026 at voth@statistik.uni-hannover.de. Please include your matriculation number. The course will be held in blocks.

3. Area: Scientific skills

• Doctoral Seminar Statistics (574004)

  	Time and room:	Lecturer:
  	Block course	Sibbertsen
  Contents:	The students present and discuss their own latest research results.
  Literature:	Given in the seminar

• Finance Research Seminar (77782)

  	Time and room:	Lecturer:
  	Wed. 11:00 - 12:30 | III-115	Blaufus, Dierkes, Dräger, Gassebner, Prokopczuk, Reichert, Schneider, Schröder, Sibbertsen, Sönksen, Todtenhaupt
  Contents:	External guests present their latest research