ZS414 Probability Theory and Statistics
Lecturer | Dr. Thomas Dimpfl |
Profiles | recently enrolled Master students |
Language | English |
Time and place | October 7 from 9 am to 2 pm October 8 from 9 am to 6 pm October 9 from 9 am to 4 pm WiWi Seminar Mohlstraße 36, E04 |
Credit points | 0 ECTS |
Registration | not required |
Literature
- 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). The course covers contents as outlined in appendices A and B in Greene "Econometric Analysis".