S414 Advanced Mathematical Methods
Lecturer | Prof. Dr. Thomas Dimpfl |
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 20 October 2020, 10.30 am - 12.00 pm 26 October 2020, 10.30 am - 12.00 pm 27 October 2020, 10.30 am - 12.00 pm 29 October 2020, 10.30 am - 12.00 pm 30 October 2020, 10.30 am - 12.00 pm
Zoom Meeting ID: 995 9815 6723 |
exam (60 min) | 14 November, 9.30 am - 10.30 am, AUDIMAX |
Credit points | 3 ECTS |
Registration | no registration required to take part in the course. Exam registration starts 1 November 2020 via ALMA. Registration period ends 11 November 2020. |
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, general approaches of parameter estimation (e.g., ordinary least squares), a summary of matrix algebra (e.g., matrix addition and matrix multiplication, eigenvalues), differentiation and integration, and difference equations.
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.
Further literature (as requested in the first zoom session):
- Sotskov, Y.N. & Werner, Frank, Mathematics for economics and business, LINK
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
Chapter 1 Linear Algebra part II, Exercises
Chapter 2 Multivariate Calculus, Exercises
Chapter 3 Integral calculus, Exercises
Chapter 4 Difference Equations, Exercises
PART TWO:
Chapter 6 Mathematical Statistics part I, Exercises
Chapter 6 Mathematical Statistics part II
Chapter 6 Mathematical Statistics part III
Chapter 6 Mathematical Statistics part IV
Chapter 7 Statistical Inference, Exercises
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
Feedback sessions
Please send questions that come up while watching the videos or going throught the material to Thomas Dimpfl.
20 October 2020, 10.30 am - 12.00 pm - Lineare Algebra |
22 October 2020, 10.30 am - 12.00 pm - Calculus |
26 October 2020, 10.30 am - 12.00 pm - Difference Equations |
27 October 2020, 10.30 am - 12.00 pm - Mathematical Statistics I + II |
29 October 2020, 10.30 am - 12.00 pm - Mathematical Statistics III + IV |
30 October 2020, 10.30 am - 12.00 pm - Inference, Exam Organization |
The zoom link is https://zoom.us/j/99598156723?pwd=VjZYOWxINjkyOG8rbzQ0RFVhTnowZz09