Methods in Transportation Econometrics and Statistics (Master), Winter 2024/25
News
(2025-01-28)
Life-cycle assessment (Lecture 13.1) is also included in the possible
set of exam questions
(2025-01-14)
Information about the exam is online.
(2024-09-30)
The lectures start on Tue, Oct 15, 2024.
(2024-09-30)
There is also a
Opal site to this course but the downloadable materials
are here.
Please
enroll to this Opal course such that I can communicate to you information
regarding this course.
(2024-09-30)
While
the online
lessions are still available, they are becoming a bit outdated
in the course of time. I recommend the
lectures in presence since this is more effective.
(general)
The often
requested
collection of statistical formulas is online. Not everything is
covered in this lecture, nor is this collection complete. Still it may
be useful. Notice: it also contains
tables of often used distribution functions and their inverse
(quantiles)
Dates and Times
| Event |
Date |
Time |
Location |
Lecturer |
| Lecture |
Tuesday |
5. DS |
POT 51 |
Dr. Martin Treiber |
| Tutorial |
Friday |
3. DS |
POT 13 |
Dr. Martin Treiber |
Examination
This semester's examination will be a written
exam in presence.
It takes place On the 11th February
at 08:00 in the room HSZ/03 (Hörsaalzentrum, Lecture Hall #3)
Allowed materials/ressources:
- pocket calculator (may be programmable/graphical but not necessary),
- lecture notes (both mine and self-written ones),
- problems and their solutions, also past examinations + solutions
(see below),
- a collection of the most important formulas and/or a "cheat sheet"
Don't bring too much! Otherwise, you will be overwhelmed by your
materials. The problems will not be the same as the past ones,
anyway. Your best bet will be to prepare a cheat sheet
("Spickzettel")
Hints for your preparation
- Generally, all problems treated in the lectures, lecture notes,
videos and
tutorials, with the exception of Lecture/Tutorials 11 and 13, will
be part of this year's examination
- Whatch out!. If there are questions of understanding
("give the meaning of β3"), answer them in the context
of the problem setting ("the decrease in utility of a used
car per additional year of its age") rather then generally ("age
sensitivity").
- Past examinations including their solutions are available (the
most recent ones in English, the former ones in
German, see left-hand navigation panel).
- Hot topics ( boldface topics will appear with an increased
probability, not mentioned ones with a reduced probability):
- General econometric concepts such as the meaning of exogenous or
endogenous variables and of model aprameters. Can
appear as small standalone problems, or as
questions within a problem
- regression models, particularly model
specification, how to treat qualitative
variables, model plausibility, confidence
intervals and tests including
p-values
- Elasticities
- Bayesian vs frequentist statistics
- Revealed und Stated
Choice including choice-based conjoint analysis
and the
design of choice Sets
- Discrete-choice models: General mathematical description, IIA
property, MNL and NL models
- deterministic utility and how to treat qualitative
variables
- maximum-likelihood estimation
(including property sums and a graphical solution),
significance, parameter and
likelihood-ratio tests
- Leontief's Input-Output Model and Life-Cycle Assessment
(no EIO-LCA)
Materials for Download
Curriculum
Lecture Slides (English)
Note: In Summer semesters, some slides are kept online for
informative purposes. In Winter semesters, the missing slides will be
added during the course.
Vorlesungsfolien (Deutsch, nicht vollständig)
Vorlesungsskript (in German)
Notice: The English (not the German) slides will be complete enough so
that the German lecture notes below will not be needed for the English
speaking students
Das Skript ist teils ausführlicher als der in der Vorlesung behandelte
Stoff. Die Abschnitte mit dem
Einstein-Symbol sind nicht prüfungsrelevant, geben
aber für mathematisch Interessierte
Hintergrundinformationen, die anderswo wohl nicht
zugänglicher zu finden sein werden.
Surveys and other Supplemental Material (German)
Collection of statistical formulas
-
NEW Updated English version. Not
everything is
covered in this lecture, nor is this collection complete. Still it may
be useful. Notice: it also contains
tables of often used distribution functions and their inverse
(quantiles)
-
old German version.
Further Reading
- Classic Regression Models
- Jeffrey M. Wooldridge,
Introductionary Econometrics, a Modern Approach
Thomson South-Western, USA (2002), ISBN 0-324-11364-1.
- Discrete-Choice Models
- Ben-Akiva, Lerman, Discrete Choice Analysis: Theory and
Application to Travel Demand ,
MIT Press Series in Transportation Studies, ISBN-10:0262022176). The
standard textbook authored by one Nobel-price winner
- Kenneth Train,
Discrete Choice Methods with Simulation.
Can be freely downloaded
at the
Berkeley site. Particularly relevant are the first five
chapters.
- Koppelmann/Bath, a Self Instructing Course in Mode Choice
Modeling: Multinomial and Nested Logit Models.
Freely downloadable at the
University of Texas site.
Kommentierte Literaturempfehlungen (deutsch)
- Lineare Modelle
- Eckey, Kosfeld, Dreger, Ökonometrie, Gabler-Verlag,
Wiesbaden (1995). Behandelt hauptsächlich die
"klassische"
Ökonometrie, also im Wesentlichen multivariate
lineare Modelle, insbesondere Regression. Schöne
Darstellung der verschiedenen Modellkategorien der Ökonometrie.
Geht gleich im 2. Kapitel zur
Vektor-Matrix-Darstellung über. Für die, die es
wirklich wissen
wollen: Beispielsweise,
warum der Fehlerquadratschätzer effizient ist
oder warum im Varianzschätzer (n-K-1) und nicht n im
Nenner ist.
- Von Auer, Ökonometrie,
Springer-Verlag, Berlin, Heidelberg (1999). Elementarere
Darstellung der klassischen linearen Ökonometrie ohne
Vektor-Matrix-Notation. Sehr instruktiv ist die kritische
Hinterfragung der verschiedenen Annahmen, welche bei der
Parameterschätzung linearer Modelle gemacht werden.
- Joachim Frohn, Grundausbildung in Ökonometrie,
de Gruyter, Berlin (1995). Gute Darstellung der
Modellspezifikation und der Maximum-Likelihood-Methode.
- Modelle der diskreten Wahltheorie
- Gunther Maier und Peter Weiss, Modelle diskreter
Entscheidungen, Springer-Verlag Wien New York
(1990). Das deutsche Standardwerk für die Modelle
der diskrete Wahltheorie. Bemerkenswerterweise wird
diese, für di3
Verkehrsökonometrie sehr wichtige Modellklasse in
den anderen deutschsprachigen Büchern nahezu
komplett ignoriert.
- W. Schnabel, D. Lohse,
Grundlagen der Straßenverkehrstechnik, Band 2 ,
Verlag für Bauwesen, Berlin, ISBN 3-345-00567-0
Verkehrsplanerischer Hintergrund, nützlich zum
Verständnis vieler Aufgaben und Beispiele.
- Input-Output-Modelle
- Richter, Verkehrsökonometrie,
Oldenbourg-Verlag, München.
Martin Treiber
|
