Covers probability theory and statistical inference. Topics may include an introduction to measure and probability theory, integration and mathematical expectations, stochastic limit theory, asymptotic theory, mathematical statistics, and an introduction to GMM and maximum likelihood estimation and the concept of identification. Prerequisite: ECON 835 or equivalent.
Covers probability theory and statistical inference. Topics may include an introduction to measure and probability theory, integration and mathematical expectations, stochastic limit theory, asymptotic theory, mathematical statistics, and an introduction to GMM and maximum likelihood estimation and the concept of identification. Prerequisite: ECON 835 or equivalent.
