Multivariate analysis

Basic Information

M122 (2+1+1) - 7 ECTS credits

 

Understand basic models for statistical inference on a random vector, and apply multivariate analysis methods to data analysis and statistical modelling.

You can access the course content at the following link: PDF

Teachers

Basic literature

  1. F.E. Harrell, Ir. Regression Modeling Strategies with Applications to Linear Models, Logistic Regression and Survival Analysis, Springer, New York, 2001.
  2. A. Basilevsky, Statistical Factor Analysisi and Related Models: Theory and Applications, Wiley-Interscience, New York, 1994.
  3. B. Hansen, Econometrics, Princeton University Press, 2022.  
  4. J.M. Wooldridge, Introductory Econometrics, South-Western, Cengage Learning, Mason, 2013.

Additional literature

Teaching materials

The materials are available on the internal Teams channel of the course, through which all internal communication takes place. Students are required to register on the course’s Teams channel. The channel code for joining the course can be found in the schedule.