Econometrics, Statistics and Empirical Economics

S414 Advanced Mathematical Methods


Dr. Julie Schnaitmann


recently enrolled Master students

The course is open for CIVIS students.

Language English

04 October 2023, 9.00 am - 12.00 pm - Linear Algebra I
05 October 2023, 9.00 am - 12.00 pm - Linear Algebra II

06 October 2023, 9.00 am - 12.00 pm - Calculus

09 October 2023, 9.00 am - 12.00 pm - Mathematical Statistics

10 October 2023, 9.00 am - 12.00 pm - Parameter Estimation

12 October 2023, 9.00 am - 12.00 pm - Hypothesis Testing

Place room: HS 10, Neue Aula
Credit points 3 ECTS

no registration required to take part in the course

Exam (60 min)

02 February, 2024, 8.00 am - 9.00 am (final exam)

05 April 2024, 5.00 pm - 6.00 pm (retake exam)

Q&A - Session befor the exam

Time: 25 January 2024, 05:15 PM Amsterdam, Berlin, Rom, Stockholm, Wien

zoom, Meeting-ID: 982 6127 3149, Kenncode: 221031


Format of the Lecture

The lecture takes place in person. If you cannot attend the lecture on site, the slides and the audio from last year's lecture are uploaded to the virtuv server.


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)

Short summaries:

Course Material

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


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



Chapter 4 Mathematical Statistics part I, Exercises_06

Chapter 4 Mathematical Statistics part II, Exercises_06

Chapter 5 Parameter Estimation, Exercise 09

Chapter 6 Hypothesis testing, Exercises_07

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:

eLearning for math repetition: