Data analytics
Prof. Dr. habil. Rouven E. Haschka
Quantitative methods
EN
4.0 CP (120h)
Module number: WIW-KM-QTM4-M-6
Applied Econometrics
EN
6.0 CP (180h)
Module number: WIW-DA-AE-M-7
Foundations of Data Science
EN
6.0 CP (180h)
Module number: WIW-BWL-DS-M-1
Statistical Inference
EN
6.0 CP (180h)
Module number: WIW-DA-SI1-M-4
Advanced Econometrics
EN
6.0 CP (180h)
Module number: WIW-DA-ADE-M-7
Statistical Learning II: Unsupervised Techniques
EN
6.0 CP (180h)
Module number: WIW-DA-SL2-M-7
Currently available topics
Software implementation for copula-based endogeneity corrections
The aim of the work is the transfer of existing R functions for instrument-free endogeneity correction into a professional, CRAN-compliant software package. The focus is on the modularization of the code, a complete documentation (Roxygen2) as well as the validation of the estimation methods by automated unit tests. The result should be a user-friendly tool for econometric research.
Simulation study on the identification strength of ICA-based endogeneity corrections
The subject of this work is the evaluation of the finite sample performance of a novel estimator using extensive Monte Carlo simulations. Since the identification is based on the non-normality of the exogenous component, the degrees of skewness and kurtosis required for different sample sizes in order to achieve robust estimation results will be systematically investigated. The aim is to develop a practice-oriented decision flow chart that provides users with clear threshold values for the use of the method.
Development of a multi-agent system for automated quality assurance of scientific manuscripts
The aim of this work is to design and implement an AI-supported editorial team based on LLM agents. The system consists of specialized sub-agents for methodology (causal logic), theory (conceptual consistency) and writing (storylining), which act under the coordination of a reviewer agent. The work focuses on the operationalization of subjective quality standards into executable prompts and the development of an efficient routing logic to automatically check and improve the scientific writing process.
Past theses
"From Markets to Movements: Socioeconomic Predictors of Left- and Right-Wing Populism"
"Assessing the Health Economic Impact of USAID Withdrawal: An empirical analysis"
"An endogeneity-robust analysis of the determinants of the German trade volume 1992-2020"
"Are equity markets co-integrated with cryptocurrencies?"
"Microsimulation models in policy advice: Development of a heterogeneous wage update series"
"Policy advice with the help of microsimulation models: Investigating the impact of heterogeneous wage updates on wage tax elasticity"
"Forecasts based on multivariate time series models"
"Maximum likelihood estimators in Copula models: A systematic literature review"
"Stochastic frontier panel models with fixed effects - estimation and application to health data from Germany"
"Meta-regression models and observational research"
"Influences of Covariates on the Time Until Insolvency of German Companies"
"ESG Ratings and Stock Performance during Covid-19 in Germany"
"Quantifying the volatility of stocks, ETF and global returns in the US Market - An Econometric Analysis"
"Is the Phillips curve outdated?"
"Predicting customer churn using quotation data"
"A predictive analysis of the Job market in Berlin"
"GMM estimation in dynamic panel models with applications in development economics"
"Do remittances promote access to finance? Evidence from South Africa"
"The rate of digital transformation in the Cayman Islands government and its impact on customer satisfaction"
"Survival Strategies for Small Businesses in Economic Recessions"