Econostatistics

Lecture Econostatistics

 

LecturerProf. Dr. Ulrich Stadtmüller
Class Teacher
Marius Hofert

Type of Lecture
2 h Lecture, 1 h Class (2+1)

Venue and TimeLecture:
  • Tuesday, 10-12 in H12
Class:
  • Friday, 10-11 in H13
Recitations:
  • Monday, 12 - 2p in E018 He 22
    Monday, 2p - 4p in E018 He 22
Information
  • SLC Account: Only persons who have an SLC account and registered for the lecture can get credits for the exercises and are able to take the exam.
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 exam_info.pdf download>
    Important information for the reexam!! (updated 25.02.2008)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 klausurws0506.pdf download>Exam from the winter term 2005/2006 (only for exercise purposes)
  • Results of the exam are in SLC now.
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 table.pdf download>Grading key
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 haeufigkeiten.jpg download>Frequency of occurence (grades)

Material
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 rintro.pdf download>Introduction to R
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 exampledata.dat _blank download>exampledata.dat
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 _blank download>03 1.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 _blank download>03 2.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 _blank download>04.dat
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>04.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>05.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>10.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>16.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>17.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>18.dat
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>18.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>20.dat
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>20.r
  • Vorlesung am 04.12.07:
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 fernsehzeit-tiefschlaf.r download>Fernsehzeit-Tiefschlaf.r
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 fernsehzeit-tiefschlaf.pdf download>Fernsehzeit-Tiefschlaf.pdf
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 fernsehzeit-tiefschlaf-residualplot.pdf download>Fernsehzeit-Tiefschlaf-Residualplot.pdf
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 residualplots.pdf download>Residualplots.pdf
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 euribor_monthly_00-01_07-11.dat download>euribor_monthly_00-01_07-11.dat
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 dax_monthly_00-01_07-11.dat download>dax_monthly_00-01_07-11.dat
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 porsche_monthly_00-01_07-11.dat download>porsche_monthly_00-01_07-11.dat
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 capm.r download>CAPM.r
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 capm.pdf download>CAPM.pdf
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 capm-residualplot.pdf download>CAPM-Residualplot.pdf
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 algorithmenlaufzeit.r download>Algorithmenlaufzeit.r
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 algorithmenlaufzeit.pdf download>Algorithmenlaufzeit.pdf
  • Lecture on 29.01.08:
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 gift.r download>gift.r
  • Lecture on 12.02.08:
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 airline.r download>airline.r
  • Programms and data used in te lectrue  (by Prof. Stadtmüller):
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>2normvert.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 arbeitslos.r download>arbeitslos.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 daten-korr.r download>Daten-Korr.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 garnprod.r download>Garnprod.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 glm-oring.r download>GLM-oring.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 linearisiert-werbe.r download>Linearisiert-Werbe.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 linreg-sim.r download>LinReg-sim.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 mult-norm.r download>Mult-Norm.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 nichtlin-reg.r download>Nichtlin-Reg.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 nichtlinreg-werbe.r download>NichtlinReg-Werbe.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 oring.r download>oring.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 quadratreg.r download>QuadratReg.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 regression-schlaf.r download>Regression-Schlaf.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 scheinkorr.r download>Scheinkorr.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 vorhersagen.r download>Vorhersagen.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 einfachevarianzanalyse.r download>EinfacheVarianzAnalyse.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 logit.r download>Logit.R
    • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 aov-gift.r download>aov-gift.R
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>24.dat
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>24.r (corrected version)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>25.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>26.dat
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>26.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>27.dat
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>27.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>31.r
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>34.dat
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 download>34.r

Exercise Sheets
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet 01 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet02.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet02.pdf download> 02 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet03.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet03.pdf download> 03 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet04.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet04.pdf download> 04 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet05.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet05.pdf download> 05 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet06.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet06.pdf download> 06 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet07.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet07.pdf download> 07 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet08.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet08.pdf download> 08 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet09.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet09.pdf download> 09 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet10.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet10.pdf download> 10 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet11.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet11.pdf download> 11 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet12.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet12.pdf download> 12 (pdf)
  • <link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet13.pdf download><link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet01.pdf download>Sheet<link fileadmin website_uni_ulm mawi.inst.zawa lehre wista0708 sheet13.pdf download> 13 (pdf)

Literature
  • Bamberg, Baur, Krapp: Statistik, Oldenburg, 2002
  • Fahrmeir, Künstler, Pigeot, Tutz: Statistik, Springer, 2004
  • Hartung, Elpelt, Klösener: Statistik: Lehr- und Handbuch der angewandten Statistik, Oldenburg, 2002

Contakt

Lecturer
Prof. Dr. Ulrich Stadtmüller
Office Hours: By Appointment
Phone: +49 (0)731/ 50-23512
Ulrich Stadtmüller

Class Teacher
Marius Hofert
Office Hours: By Appointment
Phone: +49 (0)731/ 50-23576
Marius Hofert