Introduction to the most commonly used methods of multivariate statistics. Motivation, derivation, and practical illustration of the different methods. The focus of the course is on the derivation and the theoretical properties of the different methods, but students will also learn how to employ econometric software to implement them in practical applications.
13./14.11.2012 Stata + Problem Set 1
27./28.11.2012 Problem Set 2
15./16.01.2013 Problem Set 3
05./06.02.2013 Problem Set 4