ECON 580 A: Econometrics I: Introduction to Mathematical Statistics

Autumn 2020
View in MyPlan View in Time Schedule
Meetings:
T 2:30pm - 4:20pm / * *
Th 2:30pm - 3:50pm / * *
SLN:
14009
Section Type:
Lecture
Joint Sections:
CS&SS 509 A , STAT 509 A
Instructor:
STAT 481 IS CHANGED TO STAT 509. IT IS JOINT WITH CSSS 509 AND ECON 580. OFFERED VIA REMOTE LEARNING
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:
April 17, 2024 - 10:11 am