S414 Advanced Mathematical Methods
Lecturer | Dr. Thomas Dimpfl |
Profiles | recently enrolled Master students |
Language | English |
Time and place | September 28 - October 2, from 9 am to noon, HS 10, Neue Aula October 5 - October 9 from 9 am to noon, HS 10, Neue Aula |
exam (60 min) | October 17, 2015, 10-11 a.m. Kupferbau: HS22 |
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) will be made available here soon (step by step as we are still compiling it).
Exam
The exam takes place on 17 October 2015 from 10 to 11 a.m. (sharp!) in the Kupferbau, Lecture Hall 22.
To register for the exam please follow this link. The pass code will be provided in class.