Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, maximum likelihood estimation and likelihood based testing, nonlinear regression models, stochastic regressors, instrumental variable estimation, (generalized) method of moments.
Schätzen und Testen im allgemeinen linearen Modell, verallgemeinerte Kleinste-Quadrateschätzung, asymptotische Theorie, Maximum-Likelihood-Schätzung und Likelihood-basierte Tests, nichtlineare Regressionsmodelle, stochastische Regressoren, Instrumentalvariablenschätzung, (verallgemeinerte) Momentenmethode.
Part of the course are four ungraded homework-exercises (not applicable for the master's degree in statistics).
Each lecture consists of a recorded video of 45min and a 45min 'live' lecture. The live part will be held online in general, but it will be also possible to attend this part in person on Tuesdays. The exact format is described and discussed with the students in the moodle course.
- Kursverantwortliche/r: Ana Karina Enriquez de los Rios
- Kursverantwortliche/r: SHK Xiaohao Ji
- Kursverantwortliche/r: Simone Maxand
- Kursverantwortliche/r: Gábor Uhrin