Econometrics, Statistics and Empirical Economics

S414 Advanced Mathematical Methods

Lecturer

Prof. Dr. Thomas Dimpfl

Profiles recently enrolled Master students
The course is open for CIVIS students.
Language English
Time and place

flipped classroom style: videos for self study

feedback sessions via zoom on

20 October 2020, 10.30 am - 12.00 pm
22 October 2020, 10.30 am - 12.00 pm

26 October 2020, 10.30 am - 12.00 pm

27 October 2020, 10.30 am - 12.00 pm

29 October 2020, 10.30 am - 12.00 pm

30 October 2020, 10.30 am - 12.00 pm

 

Zoom Meeting ID: 995 9815 6723

exam (60 min)

14 November, 9.30 am - 10.30 am, AUDIMAX
more details...

Credit points 3 ECTS
Registration

no registration required to take part in the course.

Exam registration starts 1 November 2020 via ALMA. Registration period ends 11 November 2020.

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, general approaches of parameter estimation (e.g., ordinary least squares), a summary of matrix algebra (e.g., matrix addition and matrix multiplication, eigenvalues), differentiation and integration, and difference equations.

Literature (selected chapters)

Short summaries:

Further literature (as requested in the first zoom session):

 

Course Material

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

PART ONE:

Chapter 1 Linear Algebra part I, Exercises

Chapter 1 Linear Algebra part II, Exercises

Chapter 2 Multivariate Calculus, Exercises

Chapter 3 Integral calculus, Exercises

Chapter 4 Difference EquationsExercises

PART TWO:

Chapter 6 Mathematical Statistics part I, Exercises

Chapter 6 Mathematical Statistics part II

Chapter 6 Mathematical Statistics part III

Chapter 6 Mathematical Statistics part IV

Chapter 7 Statistical Inference, Exercises

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

https://vitruv.uni-tuebingen.de/ilias3/goto_pr01_crs_7244.html

Feedback sessions

Please send questions that come up while watching the videos or going throught the material to Thomas Dimpfl.
I will consider them in the feedback sessions. We cover the following topics at the following dates:

 

20 October 2020, 10.30 am - 12.00 pm   -  Lineare Algebra

22 October 2020, 10.30 am - 12.00 pm   -  Calculus 
26 October 2020, 10.30 am - 12.00 pm   -  Difference Equations
27 October 2020, 10.30 am - 12.00 pm   -  Mathematical Statistics I + II
29 October 2020, 10.30 am - 12.00 pm   -  Mathematical Statistics III + IV
30 October 2020, 10.30 am - 12.00 pm   -  Inference, Exam Organization

The zoom link is https://zoom.us/j/99598156723?pwd=VjZYOWxINjkyOG8rbzQ0RFVhTnowZz09