Teaching at the Institute of Statistics

Statistik

• Schließende Statistik (270158)

  	Termine:	Lehrpersonen:
  	Mi. 14:30 - 16:00 in VII-201 (Gruppe 1)	Sibbertsen
  	Do. 11:00 - 12:30 in VII-002 (Gruppe 2)	Lehne
  Inhalt:	Normalverteilung Binomialverteilung Stichproben Punktschätzung Intervallschätzung Statistische Tests Regressionsanalyse
  Literatur:	Sibbertsen, P./Lehne, H. (2014) Statistik, 2. Auflage, Berlin. Fahrmeir, L. et al. (2004) Statistik, 5. Auflage Berlin. Schlittgen, R. (2003) Einführung in die Statistik, 10. Auflage München.

• Übung zu Schließende Statistik (270159)

  	Termine:	Lehrpersonen:
  	Di. 07:30 - 09:00 in VII-201 (Gruppe 1)	Sibbertsen
  	Di. 07:30 - 09:00 in VII-002 (Gruppe 2)	Lehne

• Tutorium zu Schließende Statistik (270031)

  	Termine:	Lehrpersonen:
  	Mo. 09:15 - 10:45 in VII-004 (Gruppe 1)	Tutor
  	Mo. 09:15 - 10:45 in I-332 (Gruppe 2)	Tutor
  	Mo. 12:45 - 14:15 in VII-004 (Gruppe 3)	Tutor
  	Mo. 12:45 - 14:15 in I-332 (Gruppe 4)	Tutor
  	Mo. 14:30 - 16:00 in I-442 (Gruppe 5)	Tutor
  	Mo. 14:30 - 16:00 in I-332 (Gruppe 6)	Tutor
  	Mo. 16:15 - 17:45 in I-332 (Gruppe 7)	Tutor
  	Di. 09:15 - 10:45 in III-115 (Gruppe 8)	Tutor
  	Di. 11:00 - 12:30 in I-063 (Gruppe 9)	Tutor
  	Di. 14:30 - 16:00 in I-332 (Gruppe 10)	Tutor
  	Di. 14:30 - 16:00 in III-115 (Gruppe 11)	Tutor
  	Di. 16:15 - 17:45 in I-063 (Gruppe 12)	Tutor
  	Mi. 09:15 - 10:45 in III-115 (Gruppe 13)	Tutor
  	Mi. 12:45 - 14:15 in III-115 (Gruppe 14)	Tutor
  	Mi. 12:45 - 14:15 in I-063 (Gruppe 15)	Tutor
  	Mi. 16:15 - 17:45 in I-332 (Gruppe 16)	Tutor
  	Mi. 16:15 - 17:45 in I-063 (Gruppe 17)	Tutor
  	Do. 09:15 - 10:45 in I-342 (Gruppe 18)	Tutor
  	Do. 09:15 - 10:45 in VII-005 (Gruppe 19)	Tutor
  	Do. 12:45 - 14:15 in I-063 (Gruppe 20)	Tutor
  	Do. 14:30 - 16:00 in VII-005 (Gruppe 21)	Tutor
  	Do. 14:30 - 16:00 in I-332 (Gruppe 22)	Tutor
  	Fr. 09:15 - 10:45 in I-342 (Gruppe 23)	Tutor
  	Fr. 11:00 - 12:30 in I-442 (Gruppe 24)	Tutor
  Bemerkungen:	Bereitschaft zur aktiven Mitarbeit wird erwartet. Die Anmeldung zu den Tutoriumsgruppen erfolgt ab Mo. 20.04.2020, 09:00 Uhr über Stud.IP.

Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

• Seminar Ökonometrie (273002)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung (Gruppe 1)	Sibbertsen
  	(Gruppe 2)	Flock, Less
  Inhalt:	Thema des Seminars im Wintersemester 2018/2019 ist "Regressionsanalyse"
  Bemerkungen:	Das Seminar wird als Blockveranstaltung durchgeführt. Nähere Angaben zur Themenvergabe und zum Zeitpunkt der Veranstaltung werden auf der Internetseite des Instituts für Statistik bekannt gegeben. Prüfer: Prof. Dr. Sibbertsen
  Link:	Seminar-Steckbrief

Ökonometrie und Statistik

• Time Series Analysis (172403)

  	Termine:	Lehrpersonen:
  	Mi. 07:30 - 09:00 in I-342	Sibbertsen
  Inhalt:	Stationarity Autoregressive und Moving Average Models Non-Stationarity Forecasting Spectral Analysis Long Memory Time Series.
  Literatur:	Hamilton, J. D. (1994): Time Series Analysis, Princeton. Schlittgen, R., Stritberg, H. J. (2003): Zeitreihenanalyse, Oldenbourg

• Multivariate Statistics (172405)

  	Termine:	Lehrpersonen:
  	Do. 12:45 - 14:15 in I-332	Kolaiti
  Inhalt:	Short overview of Matrix and Vector Algebra Multivariate descriptive statistics Multivariate normaldistribution Multivariate analysis of variance Introduction to data analysis Discriminant Analysis and Classification Cluster Analysis Principal Components Analysis and Factor Analysis.
  Literatur:	Izenman, A. J. (2008). Modern multivariate statistical techniques. Regression, classification and manifold learning. Johnson R. A. and Wichern D. W., (2007), Applied Multivariate Statistical Analysis. 6th edition. New Jersey: Pearson. Krzanowski, W. (2000). Principles of multivariate analysis (Vol. 23). OUP Oxford. Rencher, A. C. and Christensen W. F. (2012). Methods of multivariate analysis.3rd edition. John Wiley & Sons.

• Nonparametric Statistical Methods (172412)

  	Termine:	Lehrpersonen:
  	Mo. 09:15 - 10:45 in I-063	Mboya
  Inhalt:	Kernel density estimation Nonparametric regression Semiparametric methods Machine learning
  Literatur:	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 Programming (172414)

  	Termine:	Lehrpersonen:
  	Do. 14:30 - 16:00 in II-214	Flock
  Inhalt:	Data Structures Functions and Loops Handling Data Graphics Linear Regression Numerical Optimization Monte Carlo Methods
  Literatur:	Ligges (2007) Programmieren mit R, Berlin, Springer. Braun / Murdock (2007) A first course in statistical programming with R, Cambridge University Press. Rizzo (2008) Statistical Computing with R, Chapman & Hall.

• Computer Exercises in Time Series Analysis (172416)

  	Termine:	Lehrpersonen:
  	Di. 09:15 - 10:45 in II-214	Wingert
  Inhalt:	Exercise for the course Time Series Analysis, where analytical exercises are solved and methods from the lecture are applied to the computer. Only the programming language R is used.

Area Empirical Economics and Econometrics

• Statistical Programming (373005)

  	Termine:	Lehrpersonen:
  	Do. 14:30 - 16:00 in II-214	Flock
  Inhalt:	Data Structures Functions and Loops Handling Data Graphics Linear Regression Numerical Optimization Monte Carlo Methods
  Literatur:	Ligges (2007) Programmieren mit R, Berlin, Springer. Braun / Murdock (2007) A first course in statistical programming with R, Cambridge University Press. Rizzo (2008) Statistical Computing with R, Chapman & Hall.

• Nonparametric Statistical Methods (373010)

  	Termine:	Lehrpersonen:
  	Mo. 09:15 - 10:45 in I-063	Mboya
  Inhalt:	Kernel density estimation Nonparametric regression Semiparametric methods Machine learning
  Literatur:	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.

• Multivariate Statistics (373011)

  	Termine:	Lehrpersonen:
  	Do. 12:45 - 14:15 in I-332	Kolaiti
  Inhalt:	Short overview of Matrix and Vector Algebra Multivariate descriptive statistics Multivariate normaldistribution Multivariate analysis of variance Introduction to data analysis Discriminant Analysis and Classification Cluster Analysis Principal Components Analysis and Factor Analysis.
  Literatur:	Izenman, A. J. (2008). Modern multivariate statistical techniques. Regression, classification and manifold learning. Johnson R. A. and Wichern D. W., (2007), Applied Multivariate Statistical Analysis. 6th edition. New Jersey: Pearson. Krzanowski, W. (2000). Principles of multivariate analysis (Vol. 23). OUP Oxford. Rencher, A. C. and Christensen W. F. (2012). Methods of multivariate analysis.3rd edition. John Wiley & Sons.

• Seminar Applied Econometrics (373016)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Kolaiti, Mboya
  Inhalt:	The seminar will be on "Time Series Econometrics"
  Bemerkungen:	Further Information about the seminar can be found on the website of the Institute for Statistics. Prüfer: Prof. Dr. Sibbertsen

Mehrere Areas

• Time Series Analysis (379016)

  	Termine:	Lehrpersonen:
  	Mi. 07:30 - 09:00 in I-342	Sibbertsen
  Inhalt:	Stationarity Autoregressive und Moving Average Models Non-Stationarity Forecasting Spectral Analysis Long Memory Time Series.
  Literatur:	Hamilton, J. D. (1994): Time Series Analysis, Princeton. Schlittgen, R., Stritberg, H. J. (2003): Zeitreihenanalyse, Oldenbourg

• Computer Exercises in Time Series Analysis (379017)

  	Termine:	Lehrpersonen:
  	Di. 09:15 - 10:45 in II-214	Wingert
  Inhalt:	Exercise for the course Time Series Analysis, where analytical exercises are solved and methods from the lecture are applied to the computer. Only the programming language R is used.

• Finance Research Seminar (77782)

  	Termine:	Lehrpersonen:
  	Mi. 11:00 - 12:30 in I-063	Dierkes, Dräger, Prokopczuk, Sibbertsen
  Inhalt:	External guests present their latest research

• Kolloquium Innovation und Lernen (77787)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Blaufus, Dierkes, Dräger, Gassebner, Gnutzmann-Mkrtchyan, Haunschild, Prokopczuk, Ridder, Schnitzlein, Schöndube, Schröder, Sibbertsen, Weber, Wielenberg
  Inhalt:	Im Kolloquium werden Forschungsprojekte im Rahmen des Forschungsschwerpunkts "Innovation und Lernen" vorgestellt.

Statistik

• Schließende Statistik (270158)

  	Termine:	Lehrpersonen:
  	Mi. 14:30 - 16:00 in VII-201 (Gruppe 1)	Sibbertsen
  	Do. 11:00 - 12:30 in VII-002 (Gruppe 2)	Lehne
  Inhalt:	Normalverteilung Binomialverteilung Stichproben Punktschätzung Intervallschätzung Statistische Tests Regressionsanalyse
  Literatur:	Sibbertsen, P./Lehne, H. (2014) Statistik, 2. Auflage, Berlin. Fahrmeir, L. et al. (2004) Statistik, 5. Auflage Berlin. Schlittgen, R. (2003) Einführung in die Statistik, 10. Auflage München.

• Übung zu Schließende Statistik (270159)

  	Termine:	Lehrpersonen:
  	Di. 07:30 - 09:00 in VII-201 (Gruppe 1)	Sibbertsen
  	Di. 07:30 - 09:00 in VII-002 (Gruppe 2)	Lehne

• Tutorium zu Schließende Statistik (270031)

  	Termine:	Lehrpersonen:
  	Mo. 09:15 - 10:45 in VII-004 (Gruppe 1)	Tutor
  	Mo. 09:15 - 10:45 in I-332 (Gruppe 2)	Tutor
  	Mo. 12:45 - 14:15 in VII-004 (Gruppe 3)	Tutor
  	Mo. 12:45 - 14:15 in I-332 (Gruppe 4)	Tutor
  	Mo. 14:30 - 16:00 in I-442 (Gruppe 5)	Tutor
  	Mo. 14:30 - 16:00 in I-332 (Gruppe 6)	Tutor
  	Mo. 16:15 - 17:45 in I-332 (Gruppe 7)	Tutor
  	Di. 09:15 - 10:45 in III-115 (Gruppe 8)	Tutor
  	Di. 11:00 - 12:30 in I-063 (Gruppe 9)	Tutor
  	Di. 14:30 - 16:00 in I-332 (Gruppe 10)	Tutor
  	Di. 14:30 - 16:00 in III-115 (Gruppe 11)	Tutor
  	Di. 16:15 - 17:45 in I-063 (Gruppe 12)	Tutor
  	Mi. 09:15 - 10:45 in III-115 (Gruppe 13)	Tutor
  	Mi. 12:45 - 14:15 in III-115 (Gruppe 14)	Tutor
  	Mi. 12:45 - 14:15 in I-063 (Gruppe 15)	Tutor
  	Mi. 16:15 - 17:45 in I-332 (Gruppe 16)	Tutor
  	Mi. 16:15 - 17:45 in I-063 (Gruppe 17)	Tutor
  	Do. 09:15 - 10:45 in I-342 (Gruppe 18)	Tutor
  	Do. 09:15 - 10:45 in VII-005 (Gruppe 19)	Tutor
  	Do. 12:45 - 14:15 in I-063 (Gruppe 20)	Tutor
  	Do. 14:30 - 16:00 in VII-005 (Gruppe 21)	Tutor
  	Do. 14:30 - 16:00 in I-332 (Gruppe 22)	Tutor
  	Fr. 09:15 - 10:45 in I-342 (Gruppe 23)	Tutor
  	Fr. 11:00 - 12:30 in I-442 (Gruppe 24)	Tutor
  Bemerkungen:	Bereitschaft zur aktiven Mitarbeit wird erwartet. Die Anmeldung zu den Tutoriumsgruppen erfolgt ab Mo. 20.04.2020, 09:00 Uhr über Stud.IP.

Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

• Seminar Ökonometrie (273002)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung (Gruppe 1)	Sibbertsen
  	(Gruppe 2)	Flock, Less
  Inhalt:	Thema des Seminars im Wintersemester 2018/2019 ist "Regressionsanalyse"
  Bemerkungen:	Das Seminar wird als Blockveranstaltung durchgeführt. Nähere Angaben zur Themenvergabe und zum Zeitpunkt der Veranstaltung werden auf der Internetseite des Instituts für Statistik bekannt gegeben. Prüfer: Prof. Dr. Sibbertsen
  Link:	Seminar-Steckbrief

Ökonometrie und Statistik

• Time Series Analysis (172403)

  	Termine:	Lehrpersonen:
  	Mi. 07:30 - 09:00 in I-342	Sibbertsen
  Inhalt:	Stationarity Autoregressive und Moving Average Models Non-Stationarity Forecasting Spectral Analysis Long Memory Time Series.
  Literatur:	Hamilton, J. D. (1994): Time Series Analysis, Princeton. Schlittgen, R., Stritberg, H. J. (2003): Zeitreihenanalyse, Oldenbourg

• Multivariate Statistics (172405)

  	Termine:	Lehrpersonen:
  	Do. 12:45 - 14:15 in I-332	Kolaiti
  Inhalt:	Short overview of Matrix and Vector Algebra Multivariate descriptive statistics Multivariate normaldistribution Multivariate analysis of variance Introduction to data analysis Discriminant Analysis and Classification Cluster Analysis Principal Components Analysis and Factor Analysis.
  Literatur:	Izenman, A. J. (2008). Modern multivariate statistical techniques. Regression, classification and manifold learning. Johnson R. A. and Wichern D. W., (2007), Applied Multivariate Statistical Analysis. 6th edition. New Jersey: Pearson. Krzanowski, W. (2000). Principles of multivariate analysis (Vol. 23). OUP Oxford. Rencher, A. C. and Christensen W. F. (2012). Methods of multivariate analysis.3rd edition. John Wiley & Sons.

• Nonparametric Statistical Methods (172412)

  	Termine:	Lehrpersonen:
  	Mo. 09:15 - 10:45 in I-063	Mboya
  Inhalt:	Kernel density estimation Nonparametric regression Semiparametric methods Machine learning
  Literatur:	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 Programming (172414)

  	Termine:	Lehrpersonen:
  	Do. 14:30 - 16:00 in II-214	Flock
  Inhalt:	Data Structures Functions and Loops Handling Data Graphics Linear Regression Numerical Optimization Monte Carlo Methods
  Literatur:	Ligges (2007) Programmieren mit R, Berlin, Springer. Braun / Murdock (2007) A first course in statistical programming with R, Cambridge University Press. Rizzo (2008) Statistical Computing with R, Chapman & Hall.

• Computer Exercises in Time Series Analysis (172416)

  	Termine:	Lehrpersonen:
  	Di. 09:15 - 10:45 in II-214	Wingert
  Inhalt:	Exercise for the course Time Series Analysis, where analytical exercises are solved and methods from the lecture are applied to the computer. Only the programming language R is used.

Area Empirical Economics and Econometrics

• Statistical Programming (373005)

  	Termine:	Lehrpersonen:
  	Do. 14:30 - 16:00 in II-214	Flock
  Inhalt:	Data Structures Functions and Loops Handling Data Graphics Linear Regression Numerical Optimization Monte Carlo Methods
  Literatur:	Ligges (2007) Programmieren mit R, Berlin, Springer. Braun / Murdock (2007) A first course in statistical programming with R, Cambridge University Press. Rizzo (2008) Statistical Computing with R, Chapman & Hall.

• Nonparametric Statistical Methods (373010)

  	Termine:	Lehrpersonen:
  	Mo. 09:15 - 10:45 in I-063	Mboya
  Inhalt:	Kernel density estimation Nonparametric regression Semiparametric methods Machine learning
  Literatur:	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.

• Multivariate Statistics (373011)

  	Termine:	Lehrpersonen:
  	Do. 12:45 - 14:15 in I-332	Kolaiti
  Inhalt:	Short overview of Matrix and Vector Algebra Multivariate descriptive statistics Multivariate normaldistribution Multivariate analysis of variance Introduction to data analysis Discriminant Analysis and Classification Cluster Analysis Principal Components Analysis and Factor Analysis.
  Literatur:	Izenman, A. J. (2008). Modern multivariate statistical techniques. Regression, classification and manifold learning. Johnson R. A. and Wichern D. W., (2007), Applied Multivariate Statistical Analysis. 6th edition. New Jersey: Pearson. Krzanowski, W. (2000). Principles of multivariate analysis (Vol. 23). OUP Oxford. Rencher, A. C. and Christensen W. F. (2012). Methods of multivariate analysis.3rd edition. John Wiley & Sons.

• Seminar Applied Econometrics (373016)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Kolaiti, Mboya
  Inhalt:	The seminar will be on "Time Series Econometrics"
  Bemerkungen:	Further Information about the seminar can be found on the website of the Institute for Statistics. Prüfer: Prof. Dr. Sibbertsen

Mehrere Areas

• Time Series Analysis (379016)

  	Termine:	Lehrpersonen:
  	Mi. 07:30 - 09:00 in I-342	Sibbertsen
  Inhalt:	Stationarity Autoregressive und Moving Average Models Non-Stationarity Forecasting Spectral Analysis Long Memory Time Series.
  Literatur:	Hamilton, J. D. (1994): Time Series Analysis, Princeton. Schlittgen, R., Stritberg, H. J. (2003): Zeitreihenanalyse, Oldenbourg

• Computer Exercises in Time Series Analysis (379017)

  	Termine:	Lehrpersonen:
  	Di. 09:15 - 10:45 in II-214	Wingert
  Inhalt:	Exercise for the course Time Series Analysis, where analytical exercises are solved and methods from the lecture are applied to the computer. Only the programming language R is used.

• Finance Research Seminar (77782)

  	Termine:	Lehrpersonen:
  	Mi. 11:00 - 12:30 in I-063	Dierkes, Dräger, Prokopczuk, Sibbertsen
  Inhalt:	External guests present their latest research

• Kolloquium Innovation und Lernen (77787)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Blaufus, Dierkes, Dräger, Gassebner, Gnutzmann-Mkrtchyan, Haunschild, Prokopczuk, Ridder, Schnitzlein, Schöndube, Schröder, Sibbertsen, Weber, Wielenberg
  Inhalt:	Im Kolloquium werden Forschungsprojekte im Rahmen des Forschungsschwerpunkts "Innovation und Lernen" vorgestellt.