ECON 580 AB: Econometrics I: Introduction to Mathematical Statistics

Autumn 2021
Meeting:
F 1:30pm - 2:20pm / SAV 131
SLN:
14225
Section Type:
Quiz
Joint Sections:
CS&SS 509 AB , STAT 509 AB
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:
Status:
Active
Last updated:
February 22, 2024 - 11:56 pm