Teaching at the Humboldt University
(Until 1998 at the Institute of Mathematics; then at the School of Business and Economics)

downloadable version

 
Lectures
Winter Term 1985/86 Versuchsplanung (2 SWS)
Summer Term 1986 Versuchsplanung (1 SWS)
Summer Term 1987 Versuchsplanung (1 SWS)
Summer Term 1988 Regressions- und Varianzanalyse (4 SWS)
Winter Term 1989/90 Nichtparametrische Schätzung von Regressionsfunktionen I (2 SWS)
Summer Term 1990 Nichtparametrische Schätzung von Regressionsfunktionen II (2 SWS)

Statistische Inferenz (2 SWS)
Summer Term 1991 Regressions- und Varianzanalyse (3 SWS)
Winter Term 1991/92 Nichtlineare und nichtparametrische Regression (2 SWS)
Summer Term 1992 Regressions- und Varianzanalyse (3 SWS)
Winter Term 1992/93 Nichtlineare und nichtparametrische Regression (2 SWS)
Winter Term 1994/95 Testtheorie (2 SWS)
Winter Term 1995/96 Testtheorie (2 SWS)
Winter Term 1996/97 Testtheorie (3 SWS)
Winter Term 1997/98 Mathematische Statistik (4 SWS)
Winter Term 2004/05 Econometric Methods (4 SWS)

Analysis of Panel Data (2 SWS)
Summer Term 2005 Einführung in die Ökonometrie (2 SWS)

Selected Topics in Econometrics (3 SWS)

Univariate Time Series Analysis (3 SWS)
Winter Term 2005/06 Econometric Methods (4 SWS)

Analysis of Panel Data (2 SWS)
Summer Term 2006 Einführung in die Ökonometrie (2 SWS)

Univariate Time Series Analysis (4 SWS)
Winter Term 2006/07 Econometric Methods (4 SWS)

Analysis of Panel Data (2 SWS)

Selected Topics in Econometrics (1 of 4 SWS)
Summer Term 2007 Einführung in die Ökonometrie (2 SWS)

Univariate Time Series Analysis (4 SWS)
Winter Term 2007/08Angewandte Ökonometrie (3 SWS)

Analysis of Panel Data (3 SWS)
Summer Term 2008Einführung in die Ökonometrie (2 SWS)

Univariate Time Series Analysis (3+1 SWS)
Winter Term 2008/09Angewandte Ökonometrie (3+1 SWS)

Analysis of Panel Data (3+1 SWS)
Summer Term 2009Einführung in die Ökonometrie (2 SWS)

Time Series Analysis (3+1 SWS)
Winter Term 2009/10Analysis of Panel Data (3+1 SWS)

Time Series Analysis (3+1 SWS)

Microeconometrics & Spatial Econometrics (3+1 SWS, together with L. Kyj)
Summer Term 2010Einführung in die Ökonometrie (2 SWS)

Analysis of Panel Data (3+1 SWS)
Winter Term 2010/11Time Series Analysis (3+1 SWS)

Microeconometrics (3+1 SWS)
Summer Term 2011Einführung in die Ökonometrie (2 SWS)

Analysis of Panel Data (3+1 SWS)
Winter Term 2011/12Econometric Methods (4 SWS)

Time Series Analysis (3+1 SWS)
Summer Term 2012Einführung in die Ökonometrie (2 SWS)

Analysis of Panel Data (3+1 SWS)
Winter Term 2012/13Microeconometrics (3+1 SWS)

Time Series Analysis (3+1 SWS)
Summer Term 2013Einführung in die Ökonometrie (2 SWS)

Analysis of Panel Data (3+1 SWS)
Winter Term 2013/14Microeconometrics (3+1 SWS)

Time Series Analysis (3+1 SWS)
Summer Term 2014Einführung in die Ökonometrie (2 SWS)

Analysis of Panel Data (3+1 SWS)

Advanced Econometrics (4 SWS, together with A. Mihoci)
Winter Term 2014/15Econometric Methods (4 SWS)

Time Series Analysis (3+1 SWS)
Summer Term 2015Einführung in die Ökonometrie (2 SWS)

Analysis of Panel Data (3+1 SWS)
Winter Term 2015/16 Econometric Methods (4 SWS)

Applied Econometrics (3 SWS)
Summer Term 2016 Analysis of Panel Data (3+1 SWS)

Time Series Analysis (3+1 SWS)
Winter Term 2016/17 Econometric Methods (4 SWS)

Applied Econometrics (3 SWS)
Summer Term 2017 Analysis of Panel Data (3+1 SWS)

Time Series Analysis (3+1 SWS)
   
Seminars
Summer Term 1983-
Winter Term 1985/86		 Projekt "HU-PP Statistik": Nichtlineare Regression und Modelle mit Fehlern in den Variablen, Modellwahl, Zeitreihenanalyse,
multivariate Statistik (jeweils 2 SWS)
Summer Term 1986 Statistische Vorhersageanalyse/ Bayessche Statistik (2 SWS)
Winter Term 1986/87 Entscheidungstheorie (2 SWS)
Winter Term 1989/90 Statistische Inferenz (2 SWS)
Summer Term 1990 Statistische Inferenz (2 SWS)
Winter Term 1990/91 Lineare Modelle (2 SWS)
Summer Term 1994 Lineare Modelle (2 SWS)
Winter Term 2004/05 Econometric Projects (2 SWS, together with C. Trenkler)
Summer Term 2005 Diplomand(inn)en- und Doktorand(inn)en-Seminar (2SWS)
Winter Term 2005/06 Diplomand(inn)en- und Doktorand(inn)en-Seminar (2SWS)
Summer Term 2006 Diplomand(inn)en- und Doktorand(inn)en-Seminar (2SWS)
Winter Term 2006/07 Diplomand(inn)en- und Doktorand(inn)en-Seminar (2SWS)
Winter Term 2013/14Seminar for Bachelor, Master and PhD Students (2 SWS)
Summer Term 2014Seminar for Bachelor, Master and PhD Students (2 SWS)
Winter Term 2014/15Seminar for Bachelor, Master and PhD Students (2 SWS,
together with C. Breunig)
Winter Term 2015/16 Seminar for Bachelor, Master and PhD Students (2 SWS,
together with C. Breunig)
   
Practical Training
Winter Term 1985/86-
Summer Term 1987		 Fachpraktikum Statistik (jeweils 2 SWS)
Winter Term 1992/93-
Summer Term 1998		 Fachpraktikum Statistik (jeweils 2-4 SWS, depending on demand)
   
Exercises
Winter Term 1982/83 Wahrscheinlichkeitstheorie und Mathematische Statistik (2SWS)
Summer Term 1983 Regressions- und Varianzanalyse (1 SWS)

Statistik bei stochastischen Prozessen (1 SWS)
Winter Term 1984/85 Wahrscheinlichkeitstheorie und Mathematische Statistik für
Physik-Studenten (2 SWS)
Summer Term 1991 Regressions- und Varianzanalyse (1 SWS)
Winter Term 1991/92 Nichtlineare und nichtparametrische Regression (1 SWS)
Summer Term 1992 Regressions- und Varianzanalyse (1 SWS)

Elementare Wahrscheinlichkeitstheorie (2 x 4 SWS)
Winter Term 1992/93 Nichtlineare und nichtparametrische Regression (1 SWS)
Summer Term 1993 Elementare Wahrscheinlichkeitstheorie für Lehramtskandidaten (4SWS)
Winter Term 1994/95 Testtheorie (1 SWS)
Winter Term 1995/96 Testtheorie (1 SWS)
Winter Term 1996/97 Testtheorie (1 SWS)
Winter Term 1997/98 Mathematische Statistik (2 SWS)
Summer Term 2004 Produktionstheorie (2 SWS)
Summer Term 2007 Einführung in die Ökonometrie (2 SWS)
Summer Term 2008Einführung in die Ökonometrie (2 SWS)
Summer Term 2009Einführung in die Ökonometrie (2 SWS)
Summer Term 2010Einführung in die Ökonometrie (2 SWS)
Summer Term 2011Einführung in die Ökonometrie (2 SWS)
Summer Term 2012Einführung in die Ökonometrie (2 SWS)
Summer Term 2013Einführung in die Ökonometrie (2 SWS)
Summer Term 2015Einführung in die Ökonometrie (2 SWS)
   
Mathematische Schülergesellschaft (MSG)
Winter Term 1982/83
- Summer Term 1985		 Leitung von MSG-Zirkeln der Klassenstufen 7-12 (each 2 SWS)
   
Supervised Theses in Statistics and Econometrics
PhD Theses
  • Karaman Örsal, Deniz D. (2008). Essays on Panel Cointegration Testing. PhD Thesis (Econometrics)
Diploma Theses in Mathematics
  • Krämer, Marion (1984). Datenvorbehandlung im Rahmen einer Modellwahl für mehrere Einflußgrößen. Diploma Thesis in Mathematics.
  • Schulze, Silke (1985). Ein Programm zur Wahl eines Basismodells als Bestandteil eines Verfahrens zur Wahl von Regressionsmodellen mit mehreren Einflußgrößen. Diploma Thesis in Mathematics.
  • Schultz, Ulrike (1986). Ausgleich von Regressionsdaten durch multivariate Splines und Kernschätzungen als alternative Basismodelle. - Erstellung von Unterprogrammen zur Wahl solcher Modelle. Diploma Thesis in Mathematics.
  • Voesch, Ingo (1986). Zur rechentechnischen Realisierung von Programmen zur Wahl von Regressionsmodellen. Diploma Thesis in Mathematics.
  • Sohn, Sylvia (1987). Untersuchung von Eigenschaften lokaler Varianzschätzungen und rechentechnische Realisierung von Programmen zur Wahl von Regressionsmodellen. Diploma Thesis in Mathematics.
  • Kinast, Eckhart (1988). Algorithmen zur Datenvorbehandlung im Rahmen der Modellwahl und ihre rechentechnische Realisierung auf dem Atari ST. Diploma Thesis in Mathematics.
  • Neubert, Siegfried (1989). SELEKT - Ein Programm zur Wahl von Regressionsmodellen. Diploma Thesis in Mathematics.
  • Georg gen. Jurk, Thomas (1993). Eigenschaften von Schätzungen für die Regressionsfunktion bei endlichen Stichprobenumfängen und unbekannter Fehlervarianz. Diploma Thesis in Mathematics.
Diploma Theses in Economics
  • Braun, Sebastian (2005). Core Labour Standards and FDI: Friends or Foes?-
    The Case of Child Labour.
  • Meyer-Krahmer, Katharina (2006). Der Einfluss von Steueranreizen auf die
    industrielle Forschungstätigkeit in Kanada.
  • Hillmann, Katja (2006). Eine empirische Untersuchung der Matching Prozesse
    im deutschen Arbeitsmarkt.
  • Vu, Manh Cuong (2006). Kinonachfrage und -angebot in der Bundesrepublik
    Deutschland - Eine empirische Studie anhand der ARIMA-Modellierung.
  • Weber, Martin (2007). Forecasting French Macroeconomic Data using the
    Stock and Watson Framework.
  • Büch, Ingo (2007). Vorstellung und Vergleich von Saisonbereinigungsverfahren.
  • Burgert, Matthias (2007). A Performance Study of Dynamic Panel Estimators:
    Monte Carlo Evidence and an Application to Public Investment.
  • van Roye, Björn (2007). Estimation Methods of the Gravity Model of International
    Trade.
  • Chu, Nhuy Buu (2008). The Role of Foreign Direct Investment in Economic
    Development.
Master Theses in Economics and Management Science
  • Yengoyan, Artak (2005). Forecasting GDP Growth Rates with Financial Market
    Indications.
  • Kronemann, Nora (2005). Unemployment and Health - A Vicious Circle? A
    Panel Data Analysis with Data from the German Socio-Economic Panel.
  • Papageorge, Nicholas (2005). Why do Turkish Immigrants Earn less than
    Native Germans? Determining Qualification, Discrimination and Assimilation
    Effects.
  • Yahnych, Serhiy (2005). Asymmetries in German Business Cycle.
  • Li, Kaiyuan (2006). An Approach to the Analysis of Credit Data with Logistic
    Regression and Bootstrap.
  • Chuerattanakorn, Jakkrit (2007). Determinants of Happiness: An Evidence
    from the German Socio-Economic Panel Data.
  • Liu, Kai (2007). Spillover Effects of FDIO and Regional Development in
    China's Industry: Empirical Analysis of Panel Data.
  • Bykovskaya, Anna (2012). An Econometric Analysis of the Relationship between
    Oil Prices and GDP.
  • Toktamysova, Zhamal (2013). Forecasting Car Sales Using Google Data.
  • Semerikova, Elena (2013). Spatial Panel Data Analysis of Regional Unemployment
    in Germany.
  • Ilin, Dmitry (2014). Forecasting Financial Volatility: Comparison of HAR-based
    Models.
  • Diachenko, Kseniia (2014). The Impact of Intellectual Capital on Company's
    Performance: Panel Data Analysis.
Bachelor Theses in Statistics
  • Spycher, Ben (2005). Panel Data Analysis of Bilateral Trade Flows.
  • Fehrler, Sebastian (2005). Erklärung von schulischem (Miss-)Erfolg in Senegal
    mit Hilfe von fixed effects Modellen.
  • Riedel, Jana (2007). Logistic Regression - A General Overview.
Master Theses in Statistics
  • Uhl, Björn (2006). Minimax Regret Estimation in the linear Regression Model
    under Possible Heteroskedasticity.
  • Jotkute, Anzela (2007). Analyse von Finanzmarktdaten mittels univariater
    und multivariater GARCH-Modelle.
  • Leipnitz, Kerstin (2007). Einkommensverteilung und Wirtschaftswachstum:
    eine dynamische Paneldatenanalyse.
  • Guan, Shen (2007). Model Selection via Predictive Performance for Binary
    Logistic Regression.
  • Schulte, Levin (2008). Verfahren zurWahl von Transformationen der erklarenden
    Variablen in der logistischen Regression.
  • Raith, Alexander (2011). Expected Shortfall as Premium Principle for Insurance
    Portfolios. (mit V. Kratschmer) 
  • Fischer, Martin (2012). Immigrant Labor Market Assimilation in Germany:
    Evidence from Quantile Panel Data Regression.
  • N. N. (2012). Spatial Econometrics with Empirical Applications.
  • Schubert, Sophia (2013). Untersuchung der personalbedingten Versptungsflle
    (Code 68) der DB Fernverkehr AG.
  • Camehl, Georg (2013). An Econometric Evaluation of Response Speed and its
    Measurement in a Pen and Paper Student Questionnaire.
  • King, Ryan (2014). Nonparametric density estimation and regression under
    severe rounding.
  • Thömmes, Myriam (2014). Out-of-Sample Evaluation Framework for Hedging
    Methods.
  • Illg, Paul (2014). Empirical Bayes estimation for the fly on prediction of click
    probabilities in online advertising.
  • Göhler, Jonas C. (2014). Unit Root Testing under Conditional Heteroscedasticity.
  • Dames, Sibylle (2015). Struktur-adaptive Glättung in fMRI-Gruppenstudien.
  • Preuß, Thomas (2015). Analyse von Verfahren des Maschinellen Lernens für die automatisierte Vorhersage des Deutschen Aktienindex - Eine um die Kombination
    von Vorhersagen erweiterte Analyse.
  • Sengül, Denise (2015). Analyzing individual patient data meta-studies of diagnostic test accuracy in the presence of unobserved within-study variation: A simulation study.
  • Duckwitz, Norman (2016). Bias Correction in Binary Response Models.
  • Gische, Christian (2016). Applying Pearl's general causal effect formula to Gaussian recursive linear structural equation models. (mit M. Voelkle)
Bachelor Theses in Economics
  • Ristig, Alexander (2009). Die Wirkungsmessung von Akquisitionsmaßnahmen
    und die Identifizierung potenzieller Mittelstandskunden.
  • Engels, Barbara (2011). The Impact of Civilian Research and Development
    on Economic Growth in Israel.
  • Naumann, Aglaia Clarissa (2013). Der Einfluss von Branchenmindestlohnen
    auf die Tarifbindung in Deutschland.
  • Halbmeier, Christoph (2013). Empirical Analysis of the Cost Function of
    German Public Transport Companies.
  • Eissler, Helmar (2013). Time series momentum effects in German government
    bond markets.
  • Erbert, Eric H. (2014). Stock pricing and expected market returns: A contemporary
    econometric analysis of the Fama-French Three-Factor Model.
  • Pahde Gonzales, Mateo (2014). The momentum effect and the role of over
    and under reaction in Mexico's Stock Exchange Market.
Bachelor Theses in Business Administration

  • Krüger, Carsten (2010). Economic Convergence in Germany: A Comparison
    between Global and Local Regression Models.
  • Seidscheck, Katja (2012). The Impact of Social Performance on the Financial
    Performance of a Corporation - An Empirical Study.
  • Stein, Rafael (2014). Der Prognosegehalt des Sentix-Stimmungsindikators
    "Strategischer Bias" am Aktienmarkt.
  • Wägner, Nicole (2014). Panel Data Evidence on the Determinants of Infation
    Differentials within the European Monetary Union.
Master Theses in Economics
  • Koutsouri, Odeti-Eleonora (2009). Econometric Approaches of Convergence:
    An Overview and Empirical Results.
  • Bailly, Noémie (2010). Leaving the Parental Home - Econometric Analysis of
    the Factors Involved.
  • Godard, Mathilde (2010). Psycho-social Resources and Individual Health Status:
    An Econometric Evaluation of Psycho-social Resources Effects.
  • Marchenko, Maria (2011). Transitions Between Income Groups in Germany:
    Econometric Analysis of Determinants.
  • Drahs, Sascha (2013). Family Labor Supply After Childbirth: A Discrete
    Choice Approach.
  • Fliegner, Jasmin (2013). Bootstrap and Local Linear Matching.
  • Vachon, Blandine (2013). Export Diversification in West Africa.
  • Saillard, Clémence (2014). Size distortion of the Kolmogorov-Smirnov two-sample
    test in the presence of serial correlation.
  • Lazar, Stefan (2015). The Implications of the Chaos Theory in Forecasting
    Economic Crisis.
  • Eckel, Johanna Simone (2015). Comparison of Different Statistical Models to Fit Motor Insurance Claims Data. (mit O. Okhrin)
  • Danylchenko, Natalia (2015). Low-risk based approaches for portfolio optimization: an empirical evidence for the IBEX35. (mit O. Blaskowitz)