Lehrende: Dr. Alexander Schmidt
Veranstaltungsart: Seminar
Orga-Einheit: Corporate Management & Economics
Anzeige im Stundenplan: Empirical economics
Credits: 6,0
Standort: Campus der Zeppelin Universität
Unterrichtssprache: Englisch
Min. | Max. Teilnehmerzahl: 5 | 30
Prioritätsschema: Standard-Priorisierung
Inhalte: In alternating theory parts and practical exercises we will deal with the following topics: 1. Linear algebra - vectors & matrices - determinant, inverse, linear dependence - eigenvalues & eigenvectors 2. Multivariate calculus - derivatives - Taylor series approximation 3. Mathematical statistics - random variables - distributions - expectation, variance, and other moments 4. Statistical inference - hypothesis testing - confidence intervals - t-test, Wald test 5. Complex numbers
Lernziele: The aim is to provide participants with fundamentals of mathematics, probability theory, and statistics which are particularly important in the following semesters of the Master program. The lecture covers key concepts of mathematics for economics, 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).
Literatur: - Knut Sydsaeter and Peter Hammond. Essential Mathematics for Economic Analysis. Prentice Hall, third edition, 2008 - Knut Sydsaeter, Peter Hammond, Atle Seierstad, and Arne Strøm. Further Mathematics for Economic Analysis. Prentice Hall, 2008
