ST750 - Introduction to Econometric Methods
- Prerequisites: ST421 and ST422 (corequisite)
- Term & Frequency: Every spring
- Student Audience: Graduate students in Statistics or Economics
- Credit: 3 credits
- Recent Texts: Bruce Hansen (Wisconsin-Madison) Graduate Econometrics Textbook
- Recent Instructors: Mehmet Caner
- Background and Goals: This course provides the probability and statistics background that is necessary for completing the econometric sequence, ST751, ST752 and ST 753.
- Content: Random variables, expectation, distributions, transformations, normal distribution, MLE, convergence in probability, convergence in distribution, delta method, stochastic order, semiparametric efficiency, conditional expectation, law of iterated expectation, best predictors, regression.
- Alternatives: None
- Subsequent Courses: ST 751, ST 752, ST 753
FA 2017 Sections:
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