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Instructors: Prof. Dr. Winfried Pohlmeier
Event type:
Seminar / exercise
Org-unit: Corporate Management & Economics
Displayed in timetable as:
Advanced Applied Eco
Hours per week:
3
Credits:
6,0
Location:
Campus der Zeppelin Universität
Language of instruction:
Englisch
Min. | Max. participants:
5 | 35
Priority scheme: Standard-Priorisierung
Course content:
This course focuses on (A) predictive and (B) causal modelling:
Focus (A) covers topics time series econometrics such as ARMA and GARCH models as well as prediction and classification using machine learning approaches (LASSO, CART etc.).
Focus (B) cover topics from causal inference such as Instrumental Variables, DiD, Propensity Score Weighting and causal machine learning methods.
The theoretical content is accompanied by practical applications using the software R.
The course is to give students a first taste on how advanced econometric and machine learning tools work
and make the students aware of the pitfalls and opportunities of these tools.
Educational objective:
The course is to give students a first taste on how advanced econometric and machine learning tools work
and make the students aware of the pitfalls and opportunities of these tools.
Further information about the exams:
Midterm 30%, Exam 70%
Admitted Aids:
handwritten cheat sheet of one page, formulary
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