ECON 580 A: Introduction To Mathematical Statistics: Econometrics I

Meeting Time: 
TTh 1:30pm - 2:50pm
Location: 
SAV 264
SLN: 
13530
Instructor: 
Thomas S. Richardson
Catalog Description: 
Examines methods, tools, and theory of mathematical statistics. Covers, probability densities, transformations, moment generating functions, conditional expectation. Bayesian analysis with conjugate priors, hypothesis tests, the Neyman-Pearson Lemma. Likelihood ratio tests, confidence intervals, maximum likelihood estimation, Central limit theorem, Slutsky Theorems, and the delta-method. Prerequisite: STAT 311/ECON 311; either MATH 136 or MATH 126 with either MATH 308 or MATH 309. (Credit allowed for only one of STAT 390, STAT 481, and ECON 580.) Offered: jointly with CS&SS 509/STAT 509.
Status: 
Active
Last updated: 
July 22, 2016 - 9:05pm