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16036-01 - Vorlesung: Microeconometrics and Statistical Learning 3 KP

Semester Frühjahrsemester 2024
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 response variables 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 and ridge as the main examples, and mainly in the setting of linear regression.

If time permits there will also be material on finite mixture models and/or generalized additive models (GAMs).

Remarks:

* All course materials are on OLAT.

* Empirical illustrations may include data from health economics, insurance, or labor economics, 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 All course materials are on OLAT and not on ADAM!
Weblink Weblink

 

Teilnahmebedingungen Prerequisites:

* Completed Bachelor's degree (for students from Master's programmes of the Faculty of 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 covering likelihood methods).
Anmeldung zur Lehrveranstaltung Registration: Please enroll in the Online Services (services.unibas.ch);

Eucor-Students and mobility students of other Swiss Universities or the FHNW first have to register at the University of Basel BEFORE the start of the course and receive their login data by post (e-mail address of the University of Basel). Processing time up to a week! Detailed information can be found here: https://www.unibas.ch/de/Studium/Mobilitaet.html
After successful registration you can enroll for the course in the Online Services (services.unibas.ch).

Applies to everyone: Enrolment = Registration for the course and the exam!
Unterrichtssprache Englisch
Einsatz digitaler Medien kein spezifischer Einsatz
HörerInnen willkommen

 

Intervall Wochentag Zeit Raum
wöchentlich Mittwoch 10.15-12.00 Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31

Einzeltermine

Datum Zeit Raum
Mittwoch 28.02.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 06.03.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 13.03.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 20.03.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 27.03.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 03.04.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 10.04.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 17.04.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 24.04.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 01.05.2024 10.15-12.00 Uhr Tag der Arbeit
Mittwoch 08.05.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 15.05.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 22.05.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
Mittwoch 29.05.2024 10.15-12.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG.31
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 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)
Leistungsüberprüfung Leistungsnachweis
Hinweise zur Leistungsüberprüfung Notes for the Assessment:
Written exam, details TBA.

In addition, there will be several assignments, accounting for up to 30% of the overall grade. For the assignments, students may work in groups of two.
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

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