Add to watchlist
Back

 

31906-01 - Seminar: Topics in Statistics, Econometrics and Data Science 6 CP

Semester fall semester 2019
Course frequency Every fall sem.
Lecturers Christian Kleiber (christian.kleiber@unibas.ch, Assessor)
Content Master seminar Topics in Statistics, Econometrics and Data Science (formerly called "Quantitative Methods") in Fall 2019:

Bayesian Data Analysis

The seminar intends to provide an overview of the Bayesian approach to data analysis. In contrast to the classical (aka 'frequentist') approach, it incorporates prior information via specification of prior distributions of parameters. Since the 1990s there has been an upsurge of Bayesian methodology, partly because the Bayesian approach sometimes leads to computationally feasible solutions in situations where classical approaches are cumbersome.

Topics will include Bayesian treatments of classical topics, such as analysis of probabilities, rates and proportions, of normal means and variances, or of regression models. Special topics might include aspects of Bayesian computations, hierarchical linear models, Bayesian model averaging, possibly even Bayesian approaches in machine learning.

The idea is that each participant presents a model or method along with an illustration using a data set.

We may include an introductory lecture at the beginning of the semester.
Learning objectives Content: Basics of Bayesian 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

Gelman A, et al (2014). Bayesian data analysis, 3rd ed, Chapman and Hall.

Greenberg E (2013): Introduction to Bayesian econometrics, 2nd ed, Cambridge Univ. Press.

Lancaster T (2006): An introduction to modern Bayesian econometrics, Blackwell.



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:
A minimum of 30 CPs and have passed the following or an equivalent lecture, respectively: Econometrics (12036)
Course application The application for this seminar is done centrally and online from May 13th to June 3rd, 2019 with the Studiendekanat.
The link to the online application form and more information can be found here: https://wwz.unibas.ch/de/studium/master-business-and-economics/masterseminare/
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 receiving a subject and title, there will be a "1.0" recorded. In addition, the priority of the wishes for future seminar applications is lost.
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: Empirische Forschungsmethoden der Politikwissenschaft und der Gesellschaftswissenschaften (Master's degree subject: Political Science)
Module: Seminar Papers (Master's Studies: Business and Economics)
Module: Statistics and Computational Science (Master's Studies: Actuarial Science)
Assessment format seminar credit
Assessment details Presentation (format: 30 min plus discussion) and paper (approx. 15-20 pages).
Dates:
Kickoff: 15.8.19 1015 - 1200,
Introductory lecture: 18.9.19, 1230 - 1315,
Presentations: 27.11.19 1415 - 1800 und 28.11.19 1415 - 1800
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

Back