Statistics and Econometrics

Track Coordinator: Roman Liesenfeld

Participating Professors: Jörg Breitung, Rainer Dyckerhoff, Roman Liesenfeld,  Dominik Wied

Statistical and econometric methods are at the core of all empirical inquiry into economics and the social sciences. While every PhD student learns to apply such methods as far as they exist in the literature, PhD students who follow the track "Statistics and Econometrics" are trained to develop and extend such methods, based on a deeper understanding of their underlying theory. Their PhD thesis is expected to contain a novel contribution to statistical or econometric methodology.

Prerequisites: We expect participants to have a Master in Economics, Business, Mathematics, Physics or a related field.

Mandatory Courses
Responsible Person
Advanced Econometrics (Microeconometrics)ST6Liesenfeld, Badunenko
Advanced StatisticsWT6 Dyckerhoff


Elective Courses
Responsible Person
Time Series AnalysisWT6Breitung
Bayesian EconometricsWT6Liesenfeld
Statististical Analysis of Financial MarketsST6Liesenfeld
Advanced Applied EconometricsWT6Badunenko
Advanced Time Series Analysisirregular6N.N.
Generalized Linear Modelsirregular6N.N.
Advanced Mathematical Methodsirregular6N.N.

 One additional course may be chosen from the list of all other tracks


Research Seminars
Responsible Person
Research Seminar "Statistics and Econometrics" (ST and WT)at least two presentationsBreitung, Liesenfeld


In particular we expect the students to have a sufficient background in probability and statistical inference, econometrics, and mathematical methods of economics. If not, they must pass some of the following courses within their PhD program:

  • Mathematik für Wirtschaftswissenschaftler (Master)
  • Stochastische Modelle (Master)
  • Statistisches Schließen (Master)