Statistics

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 http://www.ssc.wisc.edu/~bhansen/econometrics/
• 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

SP 2013 Sections: