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31906-01 - Seminar: Quantitative Methods (6 CP)

Semester fall semester 2016
Course frequency Every fall sem.
Lecturers Christian Kleiber (christian.kleiber@unibas.ch, Assessor)
Content Masterseminar Quantitative Methods in Fall 2016:

Topics in Statistical Computing, Statistical Learning and Data Visualization

The seminar intends to provide an overview of topics that are currently not (or only briefly) covered in any of our MSc level econometrics or statistics courses. This includes simulation, resampling methods (cross validation, bootstrap), statistical graphics (e.g. parallel coordinates, mosaic plots, ...), regression trees and random forests, finite mixture models ('model-based clustering'), model selection (lasso, boosting), support vector machines. If there is interest, we can even include optimization methods in econometrics.

The idea is that each participant presents a model or method along with an illustration using a data set. The models and methods selected here are all available via some R packages (some also elsewhere, but not necessarily all of them).

We will likely include a few lab sessions at the beginning of the semester.
Learning objectives Content: Overview of computational methods in statistics and econometrics.

Skills: Writing of term papers involving quantitative methods, oral presentations.
Bibliography References will be specific to the chosen topic. General references include

Albert J, Rizzo M (2012). R by Example. Springer.

James G, Witten D, Hastie T, Tibshirani R (2013). An Introduction to Statistical Learning. New York: Springer.

Unwin A (2015). Graphical Data Analysis with R. CRC Press.
Comments This announcement is written in English with the intention of reaching a wider audience, but depending on the participants we may proceed in German.
Weblink Weblink

 

Admission requirements Prerequisites:
12036 (Advanced) Econometrics
Course application The application for this seminar is done centrally and online from May 17th to June 6th, 2016 with the Studiendekanat.
The link to the online application form and more information can be found here: https://wwz.unibas.ch/index.php?id=13518
The registration is binding. In case of non-participation after registration it will be noted as "nicht erschienen" in the transcript. For a break up after recieving a subject and title, there will be a "1.0" recorded.
Language of instruction English
Use of digital media No specific media used

 

Interval Weekday Time Room

No dates available. Please contact the lecturer.

Modules Modul Seminararbeiten (Master Business and Economics)
Assessment format seminar credit
Assessment details Presentation (format: 30 min plus discussion) and paper (approx. 15-20 pages).
Assessment registration/deregistration Registration/deregistration: faculty
Repeat examination no repeat examination
Scale 1-6 0,1
Repeated registration as often as necessary
Responsible faculty Faculty of Business and Economics , studiendekanat-wwz@unibas.ch
Offered by Faculty of Business and Economics

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