Advanced Statistics, WS 2020/21, Mark Trede

In this course students learn the fundamentals of statistical inference and obtain a deeper understanding of estimation and hypothesis testing. They are enabled to attend more advanced courses in statistics and econometrics, especially in Master programs in economics or business administration.

The topics are: probability spaces; random variables; random vectors; stochastic convergence; estimation; limit theorems; estimation methods (least squares, method of moments, maximum likelihood); hypothesis testing; classical test approaches (Wald tests, likelihood ratio tests, Lagrange multiplier tests).

Participants are expected to have completed the modules in statistics and mathematics.

The course takes place in the first term of the winter semester (i.e. between 2 November and 11 December) in hybrid mode. Each week there will be two blocks of 90 minutes lectures (Mon 12.15-13.45 and Fri 10.15-11.45) followed by 90 minutes class exercises (Mon 14.15-15.45 and Fri 12.15-13.45). The lectures are recorded, the classes are not.

The course language is English. An English-German vocabulary list of the statistical and mathematical terminology is provided.

The complete course material will be made available via the Learnweb. There will be a 90-minute written exam after the first term (i.e. about the week before Christmas).