Econometrics, Statistics and Empirical Economics

S414 Advanced Mathematical Methods

   
Lecturer

PD Dr. Thomas Dimpfl

   
Profiles recently enrolled Master students
   
Language English
   
Time and place

October 1 - October 2, from 9 am to noon

room: Neue Aula, Audimax

October 4 - October 5, from 9 am to noon,

room: Neue Aula, Audimax

October 08, from 9 am to noon

room: Neue Aula, HS 5

October 09 - October 12 from 9 am to noon,

room: Neue Aula, Audimax

exam (60 min)

20 October, 10 a.m., room: Kupferbau HS 25

 

   
Credit points 3 ECTS
   
Registration no registration required
   

Literature (selected chapters)

Short summaries:

Content

This workshop is designed for recently enrolled Master students at the School of Business and Economics. The aim is to provide participants with fundamentals of probability theory and statistics which are particularly important in the first semester of the Master program. The workshop program covers key concepts of basic probability theory, basics of statistical inference, general approaches of parameter estimation (e.g., ordinary least squares) and a summary of matrix algebra (e.g., matrix addition and matrix multiplication, eigenvalues).

Study material (including online resources) are available below. Please familiarize yourself with the topic before the attendance class starts in Tübingen.

Course Material

The course is designed as a refresher and we will talk about the following topics. You may choose not to attend those classes that cover topics with which you are already familiar.

FIRST WEEK:

Ch01 Linear Algebra part I    Exercises

Ch02 Linear Algebra part II    Exercises

Ch03 Linear Algebra part III     Exercises

Ch04 Multivariate Calculus    Exercises

Ch05 Difference Equations    Exercises

SECOND WEEK

Ch06 Mathematical Statistics part I    Exercises

Ch07 Mathematical Statistics part II

Ch08 Mathematical Statistics part III

Ch09 Mathematical Statistics part IV

Ch10 Statistical Inference    Exercises

25 Easy Pieces in Mathematical Statistics

 

Exam

The exam takes place on 20 October 2018, 10 am - 11 am (sharp) in HS 25 (Kupferbau).

Registration for the exam is required until Thursday, 18 October 2018 (midnight). You find the course on ILIAS. Password ExamAMM2018. Registration is binding. You can unlist yourself until 18 October 2018 as well. The standard rules for exams apply.

The retake exam will be scheduled by the examination office in April 2019.