Econometrics I: Introduction to Mathematical Statistics

4 credits

Examines methods, tools, and theory of mathematical statistics. Covers probability densities, transformations, moment generating functions, conditional expectation. Bayesian analysis with conjugate priors, hypothesis tests, the Neyman-Pearson Lemma. Likelihood ratio tests, confidence intervals, maximum likelihood estimation, Central limit theorem, Slutsky Theorems, and the delta-method. Prerequisite: STAT 311; either MATH 126 or MATH 136; and either MATH 208 or MATH 209. Offered: jointly with CSSS 509/ECON 580.