Teaching at the Institute of Statistics

Statistik

• Beschreibende Statistik (270148)

  	Termine:	Lehrpersonen:
  	Di. 07:30 - 09:00 in VII-201 (Gruppe 1)	Sibbertsen
  	Fr. 11:00 - 12:30 in VII-201 (Gruppe 2)	Lehne
  Inhalt:	Einführung Empirische Verteilungen Korrelationsrechnung Wahrscheinlichkeitsrechnung Theoretische Verteilungen.
  Literatur:	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.

• Übung zu Beschreibende Statistik (270150)

  	Termine:	Lehrpersonen:
  	Mi. 14:30 - 16:00 in VII-201 (Gruppe 1)	Sibbertsen
  	Do. 11:00 - 12:30 in VII-002 (Gruppe 2)	Lehne
  Bemerkungen:	Endet nach Hälfte der Vorlesungszeit

• Tutorium zu Beschreibende Statistik (270024)

  	Termine:	Lehrpersonen:
  	Mo. 09:15 - 10:45 in VII-004 (Gruppe 1)	Tutor
  	Mo. 09:15 - 10:45 in I-442 (Gruppe 2)	Tutor
  	Mo. 09:15 - 10:45 in I-332 (Gruppe 3)	Tutor
  	Mo. 12:45 - 14:15 in I-063 (Gruppe 4)	Tutor
  	Mo. 16:15 - 17:45 in VII-004 (Gruppe 5)	Tutor
  	Mo. 16:15 - 17:45 in I-063 (Gruppe 6)	Tutor
  	Di. 11:00 - 12:30 in I-442 (Gruppe 7)	Tutor
  	Di. 11:00 - 12:30 in I-332 (Gruppe 8)	Tutor
  	Di. 14:30 - 16:00 in I-442 (Gruppe 9)	Tutor
  	Di. 16:15 - 17:45 in II-013 (Gruppe 10)	Tutor
  	Di. 16:15 - 17:45 in I-332 (Gruppe 11)	Tutor
  	Mi. 11:00 - 12:30 in I-332 (Gruppe 12)	Tutor
  	Mi. 12:45 - 14:15 in I-332 (Gruppe 13)	Tutor
  	Mi. 12:45 - 14:15 in I-063 (Gruppe 14)	Tutor
  	Mi. 14:30 - 16:00 in I-442 (Gruppe 15)	Tutor
  	Mi. 14:30 - 16:00 in I-332 (Gruppe 16)	Tutor
  	Do. 09:15 - 10:45 in VII-005 (Gruppe 17)	Tutor
  	Do. 11:00 - 12:30 in I-301 (Gruppe 18)	Tutor
  	Do. 11:00 - 12:30 in VII-005 (Gruppe 19)	Tutor
  	Do. 09:15 - 10:45 in III-115 (Gruppe 20)	Tutor
  	Do. 12:45 - 14:15 in III-115 (Gruppe 21)	Tutor
  	Do. 11:00 - 12:30 in I-063 (Gruppe 22)	Tutor
  	Fr. 09:15 - 10:45 in I-332 (Gruppe 23)	Tutor
  	Fr. 09:15 - 10:45 in I-063 (Gruppe 24)	Tutor
  Bemerkungen:	Es wird Bereitschaft zur aktiven Mitarbeit erwartet. Die Gruppeneinteilung findet über Stud.IP ab Fr. 1.11.2019, 14:00 Uhr statt.
  Link:	Die Anmeldung erfolgt über Stud.IP

Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

• Ökonometrie (273006)

  	Termine:	Lehrpersonen:
  	Fr. 12:45 - 14:15 in I-301	Wenger
  Inhalt:	Einführung, mathematische und statistische Grundlagen Allgemeines multiples lineares Regressionsmodell Erweiterungen und Anwendungen des linearen Regressionsmodells:Fehlspezifikation, Modellwahl, Modelldiagnose, Multikollinearität, stochasitsche Regressoren Ausblick: Paneldatenanalyse
  Literatur:	Heij, C., de Boer, P., Franses, P. H., Kloek, T., and van Dijk,H. K. (2004). Econometric Methods with Applications inBusiness and Economics, Oxford University Press. Stock, J.H. and Watson, M.W. (2003). Introduction toEconometrics. Eddison Wesley. Cameron, A.C. and Trivedi, P.K. (2005). Microeconometrics.Cambridge University Press.
  Bemerkungen:	Materialien werden auf Stud.IP zur Verfügung gestellt.

Arbeitsökonomik

• Klassische lineare Regression / Advanced Econometrics (171558)

  	Termine:	Lehrpersonen:
  	Di. 14:30 - 16:00 in I-063	Wingert
  Inhalt:	A Short Introduction to Linear Regression Generalized Least Squares (GLS) and Heteroscedasticity-consistent standard errors (HAC) A Short Introduction to Instrumental Variables Regression Extremum Estimators Examples: Probit, Logit, Tobit, Heckit Models Estimating Treatment Effects Survival Analysis
  Literatur:	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.
  Bemerkungen:	More information on Stud.IP

Ökonometrie und Statistik

• Ökonometrie (172408)

  	Termine:	Lehrpersonen:
  	Fr. 12:45 - 14:15 in I-301	Wenger
  Inhalt:	Einführung, mathematische und statistische Grundlagen Allgemeines multiples lineares Regressionsmodell Erweiterungen und Anwendungen des linearen Regressionsmodells:Fehlspezifikation, Modellwahl, Modelldiagnose, Multikollinearität, stochasitsche Regressoren Ausblick: Paneldatenanalyse
  Literatur:	Heij, C., de Boer, P., Franses, P. H., Kloek, T., and van Dijk,H. K. (2004). Econometric Methods with Applications inBusiness and Economics, Oxford University Press. Stock, J.H. and Watson, M.W. (2003). Introduction toEconometrics. Eddison Wesley. Cameron, A.C. and Trivedi, P.K. (2005). Microeconometrics.Cambridge University Press.
  Bemerkungen:	Materialien werden auf Stud.IP zur Verfügung gestellt.

• Stochastic Processes for Option Pricing (172429)

  	Termine:	Lehrpersonen:
  	Di. 12:45 - 14:15 in I-332	Flock
  Inhalt:	Statistical and mathematical basics Principles and properties of stochastic processes Special stochastic processes Martingales and stopping times Stochastic analysis Options and the Black Scholes model
  Literatur:	Meintrup, D. und S. Schäffler (2005): Stochastik - Theorie und Anwendungen, Springer. Mikosch, T. (1998): Elementary Stochastic Calculus with Finance in View, World Scientific Publishing Company. Webel, K. und D. Wied (2012): Stochastische Prozesse, Gabler Verlag.
  Bemerkungen:	Only the basic lectures in statistics are required as prior knowledge.

• Statistische Methoden / Advanced Statistics (172450)

  	Termine:	Lehrpersonen:
  	Mi. 07:30 - 09:00 in I-342	Sibbertsen
  Inhalt:	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
  Literatur:	Mood, Graybill and Boes (1974) Introduction to the Theory of Statistics. Mittelhammer, R. (1996): Mathematical Statistics for Economics and Business, Springer.

• Klassische lineare Regression / Advanced Econometrics (172458)

  	Termine:	Lehrpersonen:
  	Di. 14:30 - 16:00 in I-063	Wingert
  Inhalt:	A Short Introduction to Linear Regression Generalized Least Squares (GLS) and Heteroscedasticity-consistent standard errors (HAC) A Short Introduction to Instrumental Variables Regression Extremum Estimators Examples: Probit, Logit, Tobit, Heckit Models Estimating Treatment Effects Survival Analysis
  Literatur:	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.
  Bemerkungen:	More information on Stud.IP

Area Empirical Economics and Econometrics

• Statistische Methoden / Advanced Statistics (373000)

  	Termine:	Lehrpersonen:
  	Mi. 07:30 - 09:00 in I-342	Sibbertsen
  Inhalt:	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
  Literatur:	Mood, Graybill and Boes (1974) Introduction to the Theory of Statistics. Mittelhammer, R. (1996): Mathematical Statistics for Economics and Business, Springer.

• Seminar Econometrics (373002)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung (Gruppe 1)	Sibbertsen
  	Blockveranstaltung (Gruppe 2)	Flock, Kolaiti
  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

• Stochastic Processes for Option Pricing (373014)

  	Termine:	Lehrpersonen:
  	Di. 12:45 - 14:15 in I-332	Flock
  Inhalt:	Statistical and mathematical basics Principles and properties of stochastic processes Special stochastic processes Martingales and stopping times Stochastic analysis Options and the Black Scholes model
  Literatur:	Meintrup, D. und S. Schäffler (2005): Stochastik - Theorie und Anwendungen, Springer. Mikosch, T. (1998): Elementary Stochastic Calculus with Finance in View, World Scientific Publishing Company. Webel, K. und D. Wied (2012): Stochastische Prozesse, Gabler Verlag.
  Bemerkungen:	Only the basic lectures in statistics are required as prior knowledge.

• Computerintensive Statistics (373015)

  	Termine:	Lehrpersonen:
  	Mo. 07:30 - 09:00 in I-063	Mboya
  Inhalt:	Metropolis Algorithm Adaptive Metropolis Algorithm Delayed Rejection Adaptive Metropolis Metropolis-Hastings Algorithm Gibbs Sampling
  Literatur:	Albert, Jim (2007): Bayesian Computation with R, Springer

Mehrere Areas

• Financial Econometrics (379012)

  	Termine:	Lehrpersonen:
  	Do. 14:30 - 16:00 in I-063	Becker
  Inhalt:	Characteristics of Financial Time Series Volatility Modelling Factor Models Cointegration Empirical Tests of the CAPM.
  Literatur:	Andersen, T. G., Davis, R. A., Kreiss, J. P., & Mikosch, T. V. (Eds.). (2009): Handbook of financial time series. Springer Science & Business Media. Campbell, J. Y., Lo, A. W. and MacKinlay, A. C. (1997): The Econometrics of Financial Markets, 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. Martin, V., Hurn, S. and Harris, D. (2013): Econometric Modelling with Time Series - Specification, Estimation and Testing, Cambridge University Press, New York, USA. Tsay, R. S. (2010): Analysis of Financial Time Series, 3rd. ed., Wiley, Hoboken, New Jersey.

• Klassische lineare Regression / Advanced Econometrics (379023)

  	Termine:	Lehrpersonen:
  	Di. 14:30 - 16:00 in I-063	Wingert
  Inhalt:	A Short Introduction to Linear Regression Generalized Least Squares (GLS) and Heteroscedasticity-consistent standard errors (HAC) A Short Introduction to Instrumental Variables Regression Extremum Estimators Examples: Probit, Logit, Tobit, Heckit Models Estimating Treatment Effects Survival Analysis
  Literatur:	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.
  Bemerkungen:	More information on Stud.IP

• Advanced Time Series Analysis (379029)

  	Termine:	Lehrpersonen:
  	Fr. 14:30 - 16:00 in I-063	Kolaiti
  Inhalt:	Introduction and overview Multivariate Time Series Models Vector Autoregressive Models (VARs) and structural VARs Cointegration and Error-Correction Models Vector Error-Correction Models Non-linear models and Breaks Threshold Autoregressive Models (TAR) Extension of TAR Models
  Literatur:	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.

Finance

• Financial Econometrics (173391)

  	Termine:	Lehrpersonen:
  	Do. 14:30 - 16:00 in I-063	Becker
  Inhalt:	Characteristics of Financial Time Series Volatility Modelling Factor Models Cointegration Empirical Tests of the CAPM.
  Literatur:	Andersen, T. G., Davis, R. A., Kreiss, J. P., & Mikosch, T. V. (Eds.). (2009): Handbook of financial time series. Springer Science & Business Media. Campbell, J. Y., Lo, A. W. and MacKinlay, A. C. (1997): The Econometrics of Financial Markets, 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. Martin, V., Hurn, S. and Harris, D. (2013): Econometric Modelling with Time Series - Specification, Estimation and Testing, Cambridge University Press, New York, USA. Tsay, R. S. (2010): Analysis of Financial Time Series, 3rd. ed., Wiley, Hoboken, New Jersey.

Financial Economics

• Seminar zu quantitativen Methoden (174030)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Sibbertsen
  Inhalt:	Die Studierenden erarbeiten eigenständig weiterführende Anwendungsbeispiele quantitativer Methoden auf Fragestellungen der Volks- und Betriebswirtschaft, insbesondere im Bereich Finance. In schriftlicher Form durch Hausarbeiten dokumentieren sie ihr Verständnis der neu erworbenen methodischen Kenntnisse. Zudem sind sie in der Lage, den Stoff in verständlicher Form durch ein Referat zu präsentieren und sich bei der Diskussion mit Fragen auseinanderzusetzen.
  Bemerkungen:	Die Seminarthemen werden Anfang Oktober vergeben.

• 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, Herr, Hoppe-Wewetzer, Prokopczuk, Ridder, Schnitzlein, Schöndube, Sibbertsen, Weber, Wielenberg
  Inhalt:	Im Kolloquium werden Forschungsprojekte im Rahmen des Forschungsschwerpunkts "Innovation und Lernen" vorgestellt.
  Bemerkungen:	Die Veranstaltung findet an vier Terminen (24. Oktober, 28. November, 19. Dezember und 30. Januar) jeweils Do. 11:00 - 12:00 Uhr in I-063 statt.