ECON 6190

ECON 6190

Course information provided by the Courses of Study 2018-2019.

Gives the probabilistic and statistical background for meaningful application of econometric techniques. Topics include probability theory probability spaces, random variables, distributions, moments, transformations, conditional distributions, distribution theory and the multivariate normal distribution, convergence concepts, laws of large numbers, central limit theorems, Monte Carlo simulation; statistics: sample statistics, sufficiency, exponential families of distributions. Further topics in statistics are considered in ECON 6200.

When Offered Fall.

Prerequisites/Corequisites Prerequisite: at least three years of undergraduate mathematics, including at least two semesters of formal mathematics such as analysis, and at least four semesters of economics beyond intermediate microeconomic and macroeconomic theory, or permission of the instructor.

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Enrollment Information
Syllabi: 1 available
  •   Choose one lecture and one discussion.

  • 4 Credits Stdnt Opt

  •  5563ECON 6190  LEC 001

  • Enrollment limited to: first year Economics grad students.

  •  5564ECON 6190  DIS 201