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| Semester | Frühjahrsemester 2022 |
| Angebotsmuster | Jedes Frühjahrsem. |
| Dozierende | Christian Kleiber (christian.kleiber@unibas.ch, BeurteilerIn) |
| Inhalt | Introductory econometrics courses mainly cover the linear regression model, which is suitable for modelling response variables that may be considered as continuous. Also, the number of covariates is typically modest. The present course has two parts: * In the first part, the course will cover classical (nonlinear) regression models for applications where data are naturally discrete, e.g. binary or count data. It will use the framework of generalized linear models (GLMs), which provides a unified approach to models such as logit, probit and Poisson regression. Inference will be likelihood based. * In the second part, there will be an introduction to the recent literature on statistical learning (aka machine learning), specifically to the notion of regularisation, with LASSO as the main example. If time permits there will also be a chapter on finite mixture models. Remarks: * All course materials are on OLAT. * Empirical illustrations may include data from labor economics, health economics, or insurance, among further sources. The course will make use of the R language for statistical computing and graphics, hence basic knowledge of this software (including data import, running regressions) is expected. * In order to make room for further (regression) models, there will at most be a brief review of likelihood methods, possibly offered in digital form. Participants are expected to be familiar with these methods at the level of the compulsory MSc level Econometrics course. |
| Literatur | Main references: Cameron AC, Trivedi PK (2005). Microeconometrics, Cambridge Univ. Press. James G, Witten D, Hastie T, Tibshirani R (2021). An Introduction to Statistical Learning, 2nd ed. New York: Springer. [available in electronic form via the university library!] Winkelmann R, Boes S (2009). Analysis of Microdata, 2nd ed, Springer. Further (topic-specific) references will be indicated in the relevant contexts. |
| Bemerkungen | The course will be taught "in class". |
| Weblink | Weblink |
| Teilnahmebedingungen | Prerequisites: Completed bachelor's degree (for students majoring in Business and Economics). Introduction to Econometrics [BA] (for students from other departments: regression basics). Econometrics [MSc] (for students from other departments: a second course in statistics, notably likelihood methods). |
| Anmeldung zur Lehrveranstaltung | Registration: Please enrol in MOnA. EUCOR-Students and students of other Swiss Universities have to enrol at the students administration office (studseksupport1@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| Intervall | Wochentag | Zeit | Raum |
|---|---|---|---|
| wöchentlich | Mittwoch | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31 |
| Bemerkungen | The course will be taught "in class". |
| Module |
Modul: Field Electives in Economics and Public Policy (Masterstudium: Economics and Public Policy) Modul: Kernbereich Wirtschaftswissenschaften (Masterstudium: Sustainable Development) Modul: Schadenversicherung (Masterstudium: Actuarial Science) Modul: Specific Electives in Data Science and Computational Economics (Masterstudium: Wirtschaftswissenschaften) Modul: Specific Electives in Marketing and Strategic Management (Masterstudium: Wirtschaftswissenschaften) Modul: Statistik und Computational Science (Masterstudium: Actuarial Science) Modul: Technology Field (Masterstudium: Business and Technology) Modul: Vorbereitung Masterarbeit Wirtschaftswissenschaften (Masterstudium: Sustainable Development) Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Masterstudium: International and Monetary Economics) Vertiefungsmodul: Marketing and Strategic Management (Masterstudium: Wirtschaftswissenschaften (Studienbeginn vor 01.08.2021)) Vertiefungsmodul: Quantitative Methods (Masterstudium: Wirtschaftswissenschaften (Studienbeginn vor 01.08.2021)) |
| Leistungsüberprüfung | Leistungsnachweis |
| Hinweise zur Leistungsüberprüfung | Notes for the Assessment: Written exam; 23.06.22; 10:15-11:45. WWZ S15: A-Z. https://wwz.unibas.ch/de/studium/pruefungen/vorlesungs-und-pruefungsraeume/ In addition, there will be assignments, for which students may work in groups of two. This time, I am aiming for bi-weekly assignments (more frequent but shorter than in previous years). Overall, the assignments will account for 30% of the final grade. |
| An-/Abmeldung zur Leistungsüberprüfung | Anm.: Belegen Lehrveranstaltung; Abm.: stornieren |
| Wiederholungsprüfung | keine Wiederholungsprüfung |
| Skala | 1-6 0,1 |
| Wiederholtes Belegen | beliebig wiederholbar |
| Zuständige Fakultät | Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch |
| Anbietende Organisationseinheit | Wirtschaftswissenschaftliche Fakultät / WWZ |