ECON-6301 Doctoral Program in Econometrics

This course has two main objectives. The first one is to review the basic mathematical statistics elements and the second one is to discuss statistical inference problems and methods, as presented in econometrics. The pre-requisites of this course include probability and statistics at undergraduate level, and linear calculus and algebra at a level equivalent to that covered in the mathematical methods course of the first year of the doctoral program.  Some topics corresponding to the mathematical statistics part include: probability theory, random variables, joint distributions, expectations, special distributions and convergence concepts and limit theorems. Subjects corresponding to statistics inference include estimation and hypothesis tests.




Martinez Collantes Jorge