Econ 550a. Econometrics I

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Day / time: 
Monday/Wednesday, 1:00-2:20
Course Type: 
Graduate
Course term: 
Fall
Year: 
2017
Instructor(s): 
Location: 
Rm. B8

This course is designed to cover the mathematical and statistical material required for entry into Econometrics II. Syllabus: Introduction to measure theoretic probability; random variables, distributions and densities; expectations and conditional expectations; families of distributions and transformations; multivariate normal distribution; notion of statistical inference; the methods of estimation and optimality; decision theoretic approach; hypothesis testing; introduction to asymptotic theory; law of large numbers and central limit theorem; asymptotics for maximum likelihood estimation. Note: Students who have preparation equivalent to that of economics Ph.D. students will be admitted with permission of the instructor.

Semester offered: 
Fall