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Descriptive and Economic Statistics (BM Statistics)

Content of the Lecture

Introduction

  • Population
  • Variables
  • Scales of Measure

Analysis of One-Dimensional Data

  • Univariate Frequency Distribution
  • Discrete and Continous Classified Data
  • Cumulative Distribution Function
  • Quantiles
  • Box Plot
  • Measures of Location

    • Mode
    • Median
    • Arithmetic Mean
    • Aggregation Theorem for Means
    • Trimmed Arithmetic Mean

  • Measures of Dispersion

    • Range
    • Interquartile Range
    • Variance
    • Standard Deviation
    • Variance Decomposition
    • Gini Mean Difference

Measurement of Concentration and Inequality

  • Curve of Concentration
  • Rosenbluth Index
  • Herfindahl Index
  • Lorenz Curve
  • Gini Coefficient
  • Coefficient of Variation

Indexzahlen

  • Index Types: Laspeyres Indices, Paasche Indices and Fisher Indices
  • Index Numbers: Price Indices, Volume Indices and Value Indices
  • Aggregation of Subindices
  • Consumer Price Indices

Analysis of Multidimensional Data

  • Marginal Distribution
  • Conditionial Distribution
  • Descriptive Independence
  • Covariance
  • Coefficient of Correlation
  • Spearman’s Rank Correlation Coefficient
  • Pearson’s Contingency Coefficient

Simple Linear Regression

  • Method of Least Squares
  • Residuals
  • Determination of the Regression Coefficients
  • Variance Decomposition
  • Coefficient of Determination
  • Forecast
  • Simple Linear Regression in EXCEL

Multiple Linear Regression

  • Regression Models in Matrix Notation
  • Determination of the Regression Coefficients in Matrix Notation
  • Binary and Categorical Regressors
  • Quadratical and Polynomial Regression
  • Multiplicative and Exponential Regression Models
  • Modelling of Interaction
  • Multiple Regression in EXCEL

Time Series Analysis

  • Components of Time Series
  • Additive und multiplicative Component Models
  • Linear Trends
  • Exponential Trends
  • Moving Average
  • Trend Adjustments
  • Forecast
  • Seasonal Adjustments

Statistics in Germany

  • Statistical Institutions and Sources
  • Selected Statistical Surveys