empfohlenes Vorwissen

Knowledge of basic econometric concepts such as communicated in our bachelor and master courses “Einführung in die Ökonometrie" and “Methoden der Ökonometrie“ as well as good working knowledge of mathematical statistics.

Lehrinhalte

• Linear regression and k-nearest neighbors
• Classification
• Resampling methods
• Linear Model selection and regularization
• Polynomial regression, splines and local regression
• Tree-Based methods
• Support vector machines
• Unsupervised learning

Literaturangaben

• Bishop, C. M. (2006). Pattern recognition and machine learning. New York: Springer.
• Davidson, R.; MacKinnon, J. G. (2004). Econometric theory and methods. New York: Oxford Univ. Press.
• Hastie, T.; Tibshirani R.; Friedman, J. (2013). The elements of statistical learning : data mining, inference, and prediction (2nd edition). New York: Springer.
• Hayashi, F. (2000). Econometrics. Princeton: Princeton Univ. Press.
• James, G.; Witten, D.; Hastie, T.; Tibshirani, R. (2016). An introduction to statistical learning : with applications in R. New York: Springer.
• Wooldridge, J. M. (2010). Econometric analysis of cross section and panel data (2nd edition). Cambridge, Mass.: MIT Press.

didaktisches Konzept

Classes are organized around traditional lectures. Students are however expected to contribute intensively through active discussion. Lectures are complemeted via, e.g., illustrations in R, joint interactive programming to better understand the statistical concepts as well as comprehensive problem sets to deepen students’ proficiency.

Hörerschaft

• BWL-EaF-Ma-2015 > Wahlpflichtbereich > (1.-3. Fachsemester, Wahlpflicht) Modul "Statistical Learning"
• ECMX-Ma-2019 > Wahlpflichtbereich > ME7 Econometric Methods > (1.-3. Fachsemester, Wahlpflicht) Modul "Statistical Learning"
• ECMX-Ma-2019 > Wahlpflichtbereich > ME6 Applied Econometrics > (1.-3. Fachsemester, Wahlpflicht) Modul "Statistical Learning"
• GOEMIK-Ma-2016 > Wahlpflichtbereich > Bereich Volkswirtschaftslehre > (1.-3. Fachsemester, Wahlpflicht) Modul "Statistical Learning"
• MuU-Ma-2013 > Wahlpflichtbereich I > Wahlpflichtbereich I A.: Methodologie und allgemeine Theorien zur Untersuchung von Märkten und Unternehmen > (1.-2. Fachsemester, Wahlpflicht) Modul "Statistical Learning"
• VWL-Ma-2009-V2013 > Wahlpflichtbereich I > (1.-3. Fachsemester, Wahlpflicht) Modul "Statistical Learning"
• WiInf-Ma-2010 > Wahlpflichtbereich > Wahlpflichtbereich II: Informatik, BWL, VWL > Wahlpflichtmodule der Volkswirtschaftslehre > (1.-3. Fachsemester, Wahlpflicht) Modul "Statistical Learning"