This unit provides an accessible foundation in the principles of probability and mathematical statistics that underlie econometric methodologies. Its objective is to develop a deeper understanding of econometric methodologies encountered in intermediate units of study. The unit starts with the notion of a simple random experiment and extends it to the notion of datagenerating process for observational data in econometrics. The core topics of this unit include distribution finding techniques, identification in parametric and semiparametric models, estimation theory, and hypothesis testing, Monte Carlo techniques and the bootstrap.
Unit details and rules
|ECMT3620 or ECMT3720 or ECMT3210
|ECMT2150 or ECMT2950 or ECMT2110 or ECMT2010
|Available to study abroad and exchange students
|Rami Tabri, firstname.lastname@example.org