## Faculty of Management, Economics and Social SciencesInstitute of Econometrics and Statistics

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
• 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