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
Sessions	04 October 2022, 9.00 am - 12.00 pm - Linear Algebra I 05 October 2022, 9.00 am - 12.00 pm - Linear Algebra II 06 October 2022, 9.00 am - 12.00 pm - Calculus 12 October 2022, 9.00 am - 12.00 pm - Mathematical Statistics 13 October 2022, 9.00 am - 12.00 pm - Parameter Estimation 14 October 2022, 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)	February 8, 2023, 12 pm to 1 pm, room: HS 14, Neue Aula, 2. OG
Q&A - Session befor the exam	zoom, Meeting-ID: 912 5661 4481, Kenncode: 632437 January 26, 2023, 5:00 pm

Format of the Lecture

The lecture takes place in person. If you cannot attend the lecture on site, the slides and the audio from the 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.