Advanced Mathematical Methods | University of Tübingen

S414 Advanced Mathematical Methods

Lecturer	Dr. Julie Schnaitmann
Profiles	recently enrolled Master students The course is open for CIVIS students.
Language	English
Time and place	flipped classroom style: videos for self study feedback sessions via zoom on 05 October 2021, 10.30 am - 12.00 pm 07 October 2021, 10.30 am - 12.00 pm 12 October 2021, 10.30 am - 12.00 pm 13 October 2021, 10.30 am - 12.00 pm 14 October 2021, 10.30 am - 12.00 pm 15 October 2021, 10.30 am - 12.00 pm Zoom Meeting ID: 750 054 7486
Credit points	3 ECTS
Registration	no registration required to take part in the course
exam (60 min)	The exam takes place in person on February 02, 2022, 12.00 pm - 1.00 pm; room: HS 21, Kupferbau organizational details Registration for the exam in Alma by January 24, if you are not in Tübingen at this time, you write an email to the examination office.
Q & A - Session before exam	zoom, Meeting ID: 948 7485 8184, Kenncode: 209836 January 21, 2022, 2:00 pm to 3:30 pm

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.

Course Material

The course is designed as a refresher. You find links to video lectures on the slides.

PART ONE:

Chapter 1 Linear Algebra part I, Exercises_01

Chapter 1 Linear Algebra part II, Exercises_02

Chapter 2 Multivariate Calculus, Exercises_03

Chapter 3 Integral Calculus, Exercises_04

PART TWO:

Chapter 4 Mathematical Statistics part I, Exercises_05

Chapter 4 Mathematical Statistics part II, Exercises_05

Chapter 5 Hypothesis testing, Exercises_06

25 Easy pieces in Mathematical Statistics

You find all materials, including videos which provide solutions guidelines to the exercise, at the Open-ILIAS platform at:

https://vitruv.uni-tuebingen.de/ilias3/goto_pr01_crs_7244.html

eLearning for math repetition:

lhttps://vitruv.uni-tuebingen.de/ilias3/goto_pr01_crs_4803.html

Feedback sessions

Please send questions that come up while watching the videos or going throught the material to Julie Schnaitmann
I will consider them in the feedback sessions. We cover the following topics at the following dates:

05 October 2021, 10.30 am - 12.00 pm - Linear Algebra I

07 October 2021, 10.30 am - 12.00 pm - Linear Algebra II

12 October 2021, 10.30 am - 12.00 pm - Calculus

13 October 2021, 10.30 am - 12.00 pm - Mathematical Statistics I

14 October 2021, 10.30 am - 12.00 pm - Mathematical Statistics II

15 October 2021, 10.30 am - 12.00 pm - Hypothesis Testing

The zoom link is https://zoom.us/j/7500547486