Attended Courses

At University of Mannheim & Heidelberg

Specialization Courses (Statistics & Econometrics)

  • Financial Time Series (5 ECTS) [Outline]
  • Empirical Environmental Economics (5 ECTS) [Outline]
  • High-Dimensional Covariance Estimation (5 ECTS) [Outline]
  • Fundamentals of Machine Learning (8 ECTS) (Course attended at the faculty of Mathematics and Computer Science at the University of Heidelberg ) [Lecture notes, Course page from Professor K├Âthe]
  • Impact Evaluation, Treatment Effects, Causal Analysis (5 ECTS) [Outline]
  • Advanced Time Series Analysis (9 ECTS) [Very short outline, Comments on reading]
  • Microeconometric Methods: Duration, Count Data, and Censored Regression Analysis (9 ECTS) [Outline]
  • Advanced Microeconometrics (9.5 ECTS) [Outline]
  • Dynamic Stochastic Networks (5 ECTS) [Outline]

Audit Courses (Without Credits/ECTS)

I attended two courses at the faculty of Mathematics and Computer Science at the University of Heidelberg which are not part of the required credits.
  • Statistics - II (Winter 2016) Short list of contents: M- and Z- estimator (extremum estimator), Contiguity, Local asymptotic normality, Non-parametric statistics: local smoothing, Non-parametric statistics: orthogonal series estimation and Minimax optimality [Lecture notes, Course Webpage].
  • High Dimensional Statistics and Empirical Process Theory (Summer 2016) Attended lectures of the second part, contents - supervised classification, LASSO estimator - order of convergence, numerical calculation and statistical inference and mixing least squares estimators, sparsity pattern aggregation and exponential smoothing.