Microeconometric Methods for Big Data (MGT001312, English)
| Lecturer (assistant) | |
|---|---|
| Number | MGT001312V |
| Type | lecture with integrated exercises |
| Duration | 4 SWS |
| Term | Wintersemester 2025/26 |
| Language of instruction | English |
| Position within curricula | See TUMonline |
| Dates | See TUMonline |
Dates
- 14.10.2025 13:15-16:30 0360, Theodor-Fischer-Hörsaal , Cancelled
- 16.10.2025 15:00-18:15 2760, Hörsaal , Lecture
- 21.10.2025 13:15-16:30 0360, Theodor-Fischer-Hörsaal , Exercise Session
- 23.10.2025 15:00-18:15 2760, Hörsaal , Lecture
- 28.10.2025 13:15-16:30 0360, Theodor-Fischer-Hörsaal , Exercise Session
- 30.10.2025 15:00-18:15 2760, Hörsaal , Lecture
- 04.11.2025 13:15-16:30 0360, Theodor-Fischer-Hörsaal , Exercise Session
- 06.11.2025 15:00-18:15 2760, Hörsaal , Lecture
- 11.11.2025 13:15-16:30 0360, Theodor-Fischer-Hörsaal , Exercise Session
- 13.11.2025 15:00-18:15 2760, Hörsaal , Lecture
- 18.11.2025 13:15-16:30 0360, Theodor-Fischer-Hörsaal , Exercise Session
- 20.11.2025 15:00-18:15 2760, Hörsaal , Lecture
- 25.11.2025 13:15-16:30 0360, Theodor-Fischer-Hörsaal , Exercise Session
- 27.11.2025 15:00-18:15 2760, Hörsaal , Lecture
- 02.12.2025 13:15-16:30 0360, Theodor-Fischer-Hörsaal , Exercise Session
- 11.12.2025 15:00-18:15 2760, Hörsaal
Admission information
Description
Big Data methods have become increasingly important in data analysis. The course covers fundamental methods for microeconomic data (with focus on linear models). This includes not only traditional methods like instrumental variables estimation, maximum likelihood and generalized method-of-moments estimation but also modern econometric methods like regression shrinkage and random/causal forests.
Prerequisites
The prerequisite courses include Empirical Research Methods or equivalent.