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Humboldt-Universität zu Berlin - High-Dimensional Non-Stationary Time Series Analysis

General facts about the IRTG

Internationality

Admission

Scholarships

Supervision

Course work

Graduation

 

Cooperation with other institutions

Doctoral students of the IRTG benefit from the cooperation of the IRTG and its particpants with:





General facts about the IRTG

What is the IRTG?
The IRTG offers a full-time, internationally competitive doctoral program based on the unifying research theme "High Dimensional Non Stationary Time Series."


Who is in IRTG network?
The faculty consists of internationally renowned scholars from Humboldt-Universität zu Berlin (HU) and Xiamen University (XMU). In addition, IRTG collaborates closely with all major academic institutions in Berlin (Freie Universität Berlin, WIAS and DIW).

 

What are the advantages of the IRTG?

The IRTG offers a high-quality doctoral program, featuring a vibrant faculty of exceptional scholars in Berlin and Xiamen. Moreover, it provides financial scholarships and the advanced infrastructure for its doctoral students.

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Internationality

Does the IRTG have an international focus?
Yes, the IRTG offers an internationally competitive doctoral program. An explicit goal is the international placement of its graduates.

What is the language of instruction?


The doctoral program is exclusively in English, suggesting that course work, research, supervision, and dissertation will all be in English.

 

Who will be assisting me when I am an exchange student in the guest university ?

The host institution provides information and support in helping the incoming visiting students to find suitable accommodation and apply for VISA.

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Admission

What is the ideal educational background of a student entering the IRTG with a three-year scholarship?

Student with "Ph.D.-track", Master's degree in the following majors with significantly above average grade is preferable:

Statistics, Econometrics, Mathematics, Economics and Physics or other related fields


What is the minimum requirement for entering the IRTG with a three-year scholarship?

A Master’s degree in any of the above-mentioned majors (or a directly related field)

 

What is the minimum requirement for the qualifying scholarship?

A Bachelor’s degree in any of the above-mentioned majors (or a directly related field)

 

Do I need a GRE test?
Yes, as part of your application to the IRTG we ask for your GRE scores from the General Test (we do not accept GMAT as a substitute). As a rule of thumb, successful applicants will score at or above the 90th percentile in the quantitative and analytical section of the GRE General Test.

How and when do I apply?
Please submit your application using our online application system (in cooperation with BDPEMS).

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Scholarships

Who gets a scholarship?
The IRTG awards scholarships on the basis of academic excellence and research interests.

How and when do I apply?
Please submit your application using our online application system (in cooperation with BDPEMS). New applications can be handed in January 2013.

How long does the scholarship last?
Scholarships last for three years and are renewed on a yearly basis.

What is a "qualifying" scholarship?
Qualifying scholarships are one-year scholarships for students who do not hold a master's degree in a field directly related to Statistics, Econometrics, Mathematics, Economics and Physics or only hold a bachelor's degree. These students first need to qualify before entering the IRTG in full.

Who finances the scholarships?
Funds are provided by Deutsche Forschungsgemeinschaft (DFG), Weierstrass Institute for Applied Analysis and Stochastics (WIAS), humboldt-Universität zu Berlin (HUB), Ministry of Education (China) and Xiamen University (XMU). The participating faculty of the IRTG awards the scholarships to candidates based on academic excellence.

What is the financial value of the scholarship?
In the salary class of TV-L E13 (50%).

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Supervision

What type of supervision does the IRTG provide?

Upon entering the programme, a tutor will be assigned to each doctoral student helping with organisational matters and basic training questions. The tutor will be a more advanced doctoral student or a postdoctoral student.

By the end of the first year, the doctoral candidate has to find her primary supervisor from IRTG's participating faculty and should present first research ideas. The primary supervisor has to be from the home university. Then, with the help of, and in agreement with the primary supervisor, they find a second supervisor during the beginning of the second year.

 

Is external supervision possible?
Both supervisors are expected to be part of the participating faculty. Only after an official review by the IRTG can one of the two supervisors be external. At least one of the two supervisors needs to be part of the IRTG's participating faculty.

 

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Course work

What is the required course work?

Students first have to possess excellent skills in the general core subjects: Econometric Methods, Microeconomics or Macroeconomics, Time Series Analysis and Multivariate Analysis.

Students lacking backgrounds in these areas receive a "qualification stipend" and can extend their qualification period to two semesters such that they finish their development phase at latest after 24 months (besides the regular course program, they have to catch up in the aforementioned foundations).

During the regular IRTG program, students have to

-collect 80 ECTS from course work and own teaching,

-regularly attend a research seminar during the dissertation phase (minimally 3 semesters),

-attend at least one course in soft-skills,

-be involved in the organization of at least one scientific event taking place at HUB, such as a conference, summer school or lecture series.


I already did course X at institution Y. Does this count towards my course work?
Because of heterogeneity, the formal course requirements of students are agreed upon on an individual basis when entering the IRTG and written down in a covenant between the student and the IRTG.

 

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Graduation

How do I complete the program successfully?
You complete the program successfully after writing a dissertation that is reviewed by your supervisors and a formal Ph.D. commission.

What are the standard requirements for a dissertation?
The dissertation normally contains at least three independently written research papers on the research subject of the IRTG.

From which university do I finally get the doctoral degree?

When applying to the IRTG, the applicant has to indicate whether they intend to be immatriculated at HUB or XMU. The corresponding university serves as "home university" and will be the university which formally awards the doctor's degree.

 

What are the career prospects for a doctoral student from IRTG?

For doctoral students targeting the academic job, there are two placement directors, one from each partner university, selected on a yearly basis, to prepare students for applications in the national and international academic job market. For students aiming for non-academic career, WIWEX.careers, an independent career service founded in 2007 based on an initiative by School of Business and Economics at HU, consults students in terms of career planning. 

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