Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series


General facts about the IRTG





Course work



What are the obligations of an IRTG 1792 doctoral student?


Cooperation with other institutions

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



General Information (Enrollment as PhD Student)



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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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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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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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 until the 28th of February 2018.

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 (75%).

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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.


Please take a look at the Qualification programme 2018-2022 and the respective list of courses for IRTG 1792 students.


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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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,, 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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What are obligations of an IRTG 1792 doctoral student?

In consideration of the mutual obligations contained in the programme of the IRTG 1792, the IRTG 1792 and the doctoal student agree that the doctoral student will timely and competently perform the duties as outlined in a dedicated and proactive way.

It is the responsibility of the IRTG 1792 to support and encourage the doctoral student in regards to all endeavors related to the doctoral thesis and to being a member of the IRTG 1792.


The IRTG 1792 will therefore also enforce the idea of international cooperation between the Humboldt-Universität zu Berlin (HUB), Federal Republic of Germany, and the Xiamen University (XMU), People's Republic of China, which the doctoral student has accepted by applying and entering the IRTG 1792 doctoral programme.


In order to achieve the goals, to which the applicant has applied to, the doctoral student of the IRTG 1792 agrees to:

  1. Enforcing the goal of cooperation between the HUB and the XMU as stated in the IRTG 1792 programme in a dedicated and proactive manner.
  2. Reaching at least either the language level A1 (HSK 1-2) or A2 (HSK 3) in Chinese according to the Common European Framework for Languages (CEFR).
  3. Doing joint research with doctoral students from the XMU, which should lead to joint discussion papers (IRTG 1792 Discussion Paper Series) and eventually research publications.
  4. Spending at least 6 months of research time at the XMU in person.
  5. Gaining at least 60 ECTS according to the IRTG 1792 doctoral students course programme.
  6. Providing mentorships for new doctoral students.
  7. Promoting the research of the IRTG 1792 by giving courses to a reasonable extent besides working on the doctoral thesis.
  8. Supporting and/or co-organizing the social/research/general events related to the IRTG 1792.
  9. Participation in all short courses and all events organized by the IRTG 1792.
  10. Working as a member of the IRTG 1792 researcher team at the IRTG 1792's official offices location.
  11. Maintaining all research related personal documents, i.e. the roadmap to the dissertation (Weg zur Promotion), at least once per half a year.