ECON 580 A: Econometrics I: Introduction to Mathematical Statistics

Meetings: 
T 2:30pm - 4:20pm / MGH 241
Th 2:30pm - 3:50pm / MGH 241
SLN: 
13936
Joint Sections: 
CS&SS 509 A, STAT 509 A
Instructor:
Richardson
Thomas 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.
Credits: 
4.0
Status: 
Active
Last updated: 
August 12, 2019 - 9:12pm