Ökonometrie und deren Anwendung – Econometrics and their Applications
Betreuung durch: Philipp Otto, Daniel Ambach
[Zurück]
(1) | Räumliche Analyse des deutschen Grundstückmarktes – Spatial Analysis of the German Real Estate Market (Bachelor - Topic)
Holly, s, Pesaran, M.H., Yamagata T. (2010). A spatio-temporal model of house prices in the USA. Journal of Econometrics. Moran, P. A. P. (1950). "Notes on Continuous Stochastic Phenomena". Biometrika 37 Anselin, L. (2010). "Thirty years of spatial econometrics". Papers in Regional Sciences. |
(2) | Pendlerströme in Polen – Commuter Streams in Poland (Bachelor - Topic)
Cressie, N. (1993). Statistics for spatial data. J. Wiley. Hoboken Roseman, C.C. (1971). Migration as spatial and temporal process. Annals of the Association of American Geographers |
(3) | Räumliche/zeitliche Analyse verschiedener ökonomischer Indikatoren – Spatial/Temporal Analysis of Different Economic Indicators (Bachelor - Topic)
Cressie, N., Wikle, C.K (2011). Statistics for spatial-temporal data. J. Wiley. Hoboken Anselin, L. (2010). "Thirty years of spatial econometrics". Papers in Regional Sciences. Anselin, L., Le Gallo, J., Jayet, H. (2008). Inbook, Chapter 19: "Spatial Panel Econometrics", Springer, Berlin |
(4) | Comparison of Different Time Series Models and their Application to Financial Data and Economic Indicators - Vergleich verschiedener Zeitreihenmodell und deren Anwendung auf Finanzdaten und ökonomische Indikatoren (Master - Topic)
Ruppert, D. (2004). Statistics and finance. New York. Springer. Schlittgen, R. (2012). Angewandte Zeitreihenanalyse mit R. 2nd ed. München. Oldenbourg. Kreiß, J.-P., Neuhaus, G. (2006). Einführung in die Zeitreihenanalyse. Heidelberg. Springer. |
(5) | Long Memory Processes and their Applications - Prozesse mit hoher Korrelation und deren Anwendung (Master - Topic)
Baillie, R.T., Chung, C.-F. and Tieslau, M.A. (1995). Analyzing in ation by the fractionally integrated ARFIMA-GARCH model, Journal of Applied Econometrics, 11:23-40. Härdle, W., Hautsch, N. and Pigorsch, U. (2008). Measuring and modeling risk using high-frequency data. Discussion Paper. |