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.
Course Material
The course is designed as a refresher and we will talk about the following topics. You may choose not to attend those classes that cover topics with which you are already familiar.
The exam takes place on 19 October 2019, 10 am - 11 am (sharp) in HS 25 (Kupferbau).
Registration for the exam is required until Thursday, 17 October 2019 (midnight). You find the course on ILIAS. Password ExamAMM2019. Registration is binding. You can unlist yourself until 17 October 2019 as well. The standard rules for exams apply.
The retake exam will be scheduled by the examination office in April 2020.