ECON 6190

Last Updated

  • Schedule of Classes - January 8, 2020 7:14PM EST
  • Course Catalog - January 8, 2020 7:15PM EST

ECON 6190
Econometrics I

Course information provided by the Courses of Study 2019-2020.

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.

Comments Current Ph.D. students in AEM, PAM or MGMT may substitute David Just's version of AEM 6940 for the undergraduate mathematics prerequisites provided they have completed the course with a grade of B- or better. Simultaneous enrollment of Econ 6190 and AEM 6940 is not permitted.

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Syllabi:

  •   Regular Academic Session.  Choose one lecture and one discussion.

  • 4 Credits Stdnt Opt

  •  5346 ECON 6190   LEC 001

  • Enrollment limited to: first year Economics grad students.

    Instructor Consent Required (Add)

  •  5347 ECON 6190   DIS 201

  • Instructor Consent Required (Add)