Courses
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Course materials
Script on Multivariate Statistics
- Outline
- Introduction
- Factor Analysis 1
- Excursus: Eigenvalue problem
- Factor Analysis 2
- Factor analysis 3
- Factor Analysis 4
- Factor analysis 5
- Excursus: Chi-square and F-distribution
- Analysis of variance 1
- Analysis of Variance 2
- Analysis of variance 3
- Cluster analysis 1
- Cluster analysis 2
- Cluster analysis 3
- Discriminant analysis 1
- Discriminant Analysis 2
Tasks for Multivariate Statistics
- Task collection
- Tasks with solutions part 1
- Tasks with solutions part 2
- Tasks with solutions part 3
- Tasks with solutions Part 4
- Tasks with solutions Part 5
- Exercise 1 with solution
- Exercise 2 with solution
- Exercise 3 with solution
- Exercise 4 with solution
- Exercise 5 with solution
Formulary and distribution tables
Multivariate Statistics with R
Educational objectives
Understanding spatial econometric methods and their application with R
In the course exercises are conducted with the program R. Please bring your laptop with you!
Script Spatial Econometrics
- Introduction; Connectivity in Space
- Spatial Autocorrelation I
- Spatial Autocorrelation II
- Standard Regression Model
- Excursus: Model Assumptions
- Excursus: Derivation of OLS estimator
- Excursus: Derivation of covariance matrix of est.(ß)
- Excursus: Chi-square and F distribution
- Tests on Spatial Error Dependence
- SAR error process, hat and projection matrix
- Types of Spatial Regressions Models; SLX Model
- Spatial Lag Model (2SLS)
- Spatial Lag Model (ML)
- Change of variables in density fct (Jacobian)
- Impact Analysis
- Spatial Error Model (SEM)
- Taxonomy of Spatial Regression Models
- Spatial Heterogeneity
- Panel Data Models
Spatial Econmetrics with R
- Coordinates of regional centers
- Polygon 2 (R file)
- Panel Data Verdoorn (xlxs)
Assignments
- Assignments
- Assignment with Solutions (Part I)
- Assignments with Solutions (Part II)
- Assignments with Solutions (Part III)
- Assignments with Solutions (Part IV)
- Distribution Tables
Topics on Seminar Papers
Script for Statistics II
- Structure and Materials
- Introduction and basic terms
- Combinatorics
- Calculating with probabilities
- Random variables, probability and density function
- Distribution function, expected value, variance
- Two- and multidimensional random variables
- Equal, Bernouli, Binomial distribution
- Hypergeometric, geometric, Poisson, exponential distribution
- Normal distribution
- Limit theorems
- Sampling and point estimation
- Interval estimation
- One-sample tests
- Two-sample tests
Slides for the course Fundamentals of Regional Economics
- Basic terms and concepts 1 and 2
- Basic Terms and Concepts 3
- Basic terms and concepts 4
- Empirical regional research
- Microeconomic theories of location
- Macroeconomic location theories 1
- Macroeconomic theories of location 2
- Growth and agglomeration theories 1
- Growth and agglomeration theories 2
- Regional economic policy 1
- Porter's cluster approach
- Innovation-oriented regional policy
- Regional economic policy 2
Assignments on the basics of regional economics
- Tasks for Fundamentals of Regional Economics
- Tasks with solutions to chap. 1
- Tasks with solutions to chap. 2
- Tasks with solutions for chap. 3
- Tasks with solutions to chap. 4
Script "Methods of regional analysis"
Term papers and presentations
- Topics for term papers and presentations on regional economic policy
Script for Fundamentals of Econometrics
- Outline, Literature
- Introduction
- Multiple Regression Model, OLS Method
- Goodness properties, coefficient of determination
- Significance tests
- Confidence intervals, analysis of variance
- Multicollinearity
- Heteroskedasticity
- Tests for autocorrelation
- Autocorrelation and GLS estimation
- Models with qualitative regressors, structural break test
- Models with qualitative dependent variable
Tasks for Basics of Econometrics
- Tasks for chap. 1
- Solutions to exercises for chap. 1
- Tasks for chap. 2
- Solutions to exercises in ch. 2
- Tasks for chap. 3
- Solutions to tasks for ch. 3
- Tasks for chap. 4
- Solutions to tasks for ch. 4
- Tasks for chap. 5
- Solutions to tasks for ch. 5
- Tasks for chap. 6
- Solutions to tasks for ch. 6
- Tasks for chap. 7
- Solutions to exercises for chap. 7
- Exercises on qualitative regressors
- Solutions to exercises on qualitative regressors
- Solution to Exercise Maximum Likelihood Estimation I
- Solution to Exercise Maximum Likelihood Estimation II
Collection of Formulas and Distribution Tables
Econometrics with R
Excel files with sample data
Script on Time Series Econometrics
- Introduction
- Time Series Decomposition and Component Model 1
- Time Series Decomposition and Component Model 2
- Time Series Decomposition and Component Model 3
- χ²- and F-distribution
- Stochastic Processes
- AR models
- Excursus: Significance tests of regression coefficients
- Partial Autocorrelation
- MA models
- ARIMA models
- Strategy of model building
- Excursus Likelihood
- ARMA forecasts
- Nonstationarity
- Cointegration
- GARCH models
Time Series Econometrics with R (with Data)
- Time Series Econometrics with R
- New orders
- Wage and salary bill
- Consumption and income
- Price indices
- KFH share prices
THY share prices
National Accounts Data
Tasks and distribution tables for time series econometrics
- Tasks on time series decomposition and component models
- Solutions of the exercises on time series decomposition and component models
- Exercise (Time Series I Trend)
- Solutions to Exercise (Time Series I Trend)
- Exercise (Time Series III Exponential Smoothing)
- Solutions to Exercise (Time Series III Exponential Smoothing)
- Exercise (Correlation IA)
- Solutions to Exercise (Correlation IA)
- Exercise (Time Series IV Autocorrelation)
- Solutions to Exercise (Time Series IV Autocorrelation)
- Exercise (Time Series V Portmanteau Tests)
- Solutions to Exercise (Time Series V Portmanteau Tests)
- Calculation rules for expected values, variances and covariances
- Exercises on Stochastic Models and ARIMA Models
- Solutions to the exercises on Stochastic Processes and ARIMA Models
- Additional tasks for Stochast. Processes and ARIMA Models
- Solutions to additional tasks on Stochast. Processes and ARIMA Models
- Additional exercise MA(1) model (PACF, forecast)
- Tasks on non-stationarity and cointegration
- Solutions of the tasks on non-stationarity and cointegration
- Tasks on GARCH models
- Solutions to the GARCH Model Exercises
- Distribution tables
Topics for seminar papers/representations
Script Introductory Econometrics
- Content and references
- Econometrics and empirical economic research
- The multiple regression model 1
- The multiple regression model 2
- Significance tests and confidence intervals 1
- Significance tests and confidence intervals 2
- Multicollinearity
- Heteroscedasticity
- Autocorrelation 1
- Autocorrelation 2
- Models with qualitative variables 1
- Models with qualitative variabels 2
Econometrics Using R
Assignments
- Assignments Ch. 1
- Assignments Ch. 1 with solutions
- Assignments Ch. 2
- Assignments Ch. 2 with solutions
- Assignments Ch. 3
- Assignments Ch. 3 with solutions
- Assignments Ch. 4
- Assignments Ch. 4 with solutions
- Assignments Ch. 5
- Assignments Ch. 5 with solutions
- Assignments Ch. 6
- Assignments Ch. 6 with solutions
- Assignments Ch. 7
- Assignments Ch. 7 with solutions
Formulary and Distribution Tables
Excel files with sample data