S414 Advanced Mathematical Methods
Lecturer | PD Dr. Thomas Dimpfl |
Profiles | recently enrolled Master students |
Language | English |
Time and place | September 30, from 9 am to noon room: Neue Aula, HS 2 October 1 - October 2, from 9 am to noon room: Neuphilologicum, HS 36 October 4 - October 11, from 9 am to noon, room: Neuphilologicum, HS 36 |
exam (60 min) | October 19, 10.30 am, room: Kupferbau HS 25 |
Credit points | 3 ECTS |
Registration | no registration required |
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
- 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.
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 19 October 2019, 10 am - 11 am (sharp) in HS 25 (Kupferbau).
Registration for the exam is required until Thursday, 17 October 2019 (midnight). You find the course on ILIAS. Password ExamAMM2019. Registration is binding. You can unlist yourself until 17 October 2019 as well. The standard rules for exams apply.
The retake exam will be scheduled by the examination office in April 2020.