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31906-01 - Seminar: Quantitative Methods 6 CP

Semester fall semester 2015
Course frequency Every fall sem.
Lecturers Christian Kleiber (christian.kleiber@unibas.ch, Assessor)
Content Masterseminar Quantitative Methods in Fall 2015: Modern Regression
The seminar intends to provide an overview of topics that are currently not covered in any of our MSc level econometrics courses. This includes alternative methods of regression and also special topics that were, for lack of time, not included in Microeconometrics I.

Potential topics include:

- quantile regression

- expectile regression

- robust regression

- finite mixture models

- regression for fractional responses

- empirical likelihood methods (?)

- model selection (LASSO)

- model averaging (Bayesian and/or least squares)

- boosting

- (some) non- and semiparametric methods


The idea is that each participant presents a model/technique 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).

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:
Advanced Econometrics
Course application The application for this seminar is done centrally and online from May 11th to June 8th, 2015 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 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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