S414 Advanced Mathematical Methods
| Lecturer | Dr. Julie Schnaitmann |
| Profiles | recently enrolled Master students The course is open for CIVIS students. |
| Language | English |
| Sessions | 30 September 2024, 9.00 am - 12.00 pm - Linear Algebra I 02 October 2024, 9.00 am - 12.00 pm - Calculus 07 October 2024, 9.00 am - 12.00 pm - Mathematical Statistics 08 October 2024, 9.00 am - 12.00 pm - Parameter Estimation 09 October 2024, 9.00 am - 12.00 pm - Hypothesis Testing |
| Place | room: HS 10, Neue Aula |
| Credit points | 3 ECTS |
| Registration | no registration required to take part in the course |
| Exam (60 min) | tba |
| Q&A - Session befor the exam | tba |
Format of the Lecture
The lecture takes place in person. If you cannot attend the lecture on site, the slides and the audio from last year's lecture are uploaded to the virtuv server.
Content
This course is designed for recently enrolled Master students at the School of Business and Economics. The aim is to provide participants with fundamentals of mathematics, probability theory, and statistics which are particularly important in the first semester of the Master program. The course program covers key concepts of basic probability theory, basics of statistical inference, a summary of matrix algebra (e.g., matrix addition and matrix multiplication, eigenvalues), differentiation and integration.
Literature (selected chapters)
- Hamilton, J. D., Time Series Analysis
- Lovric, M., Vector Calculus
- Marsden, J. E. & Tromba, A. J., Vector Calculus
- Papoulis, A. & Pillai, A. U., Probability, Random Variables and Stochastic Processes
- Sotskov, Y.N. & Werner, Frank, Mathematics for Economics and Business, LINK
- Sydsaeter, K. & Hammond, P., Essential Mathematics for Economic Analysis
- Sydsaeter, K.; Hammond, P.; Seierstad, A. & Strøm, A., Further Mathematics for Economic Analysis
Short summaries:
- Greene, William H., Econometric Analysis, edition 5 or more recent, appendices A and B
- Wooldridge, Jeffrey M., Introductory Econometrics, 4th or 5th edition, appendices B, C, D.