S414 Advanced Mathematical Methods
Lecturer | Dr. Thomas Dimpfl |
Profiles | recently enrolled Master students |
Language | English |
Time and place | October 4 - October 7, from 9 am to noon, room: Neue Aula, lecture theatre 2 (HS2) October 10 - October 14 from 9 am to noon, room: Neue Aula, lecture theatre 2 (HS2) |
exam (60 min) | October 22, 2016 time and place: tba |
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) are available below. Please familiarize yourself with the topic before the attendance class starts in Tübingen.
Exam
Details on the exam will be provided in class. The exam takes place on Saturday, 22 October 2016, 10 am to 11 am.