14.30 | Spring 2009 | Undergraduate

Introduction to Statistical Methods in Economics

Calendar

SES # TOPICS KEY DATES

Probability distributions and random variables

I. Probability
1 Sets and events
2 Probabilities and counting rules
3 Conditional probability and independence
II. Random variables and distribution functions
4 Bayes theorem and random variables Problem set 1 due
5 Discrete and continuous random variables
6 Probability distribution functions (PDFs), cumulative distribution functions (CDFs), joint distribution of 2 or more random variables Problem set 2 due
7 Joint and marginal distributions
8 Review Problem set 3 due
E1 Exam 1

Expectations and transformations of random variables

III. Transformations of random variables
9 Functions of random variables
10 Functions of several random variables Problem set 4 due
IV. Expectations and conditional distributions
11 Order statistics and expectations
12 Median, quantiles, and variance
13 Covariance and conditional expectations
V. Special distributions
14 Conditional expectations and special distributions Problem set 5 due
VI. Law of large numbers and central limit theorems
15 Law of large numbers
16 Review Problem set 6 due
E2 Exam 2

Estimation and hypothesis tests

VII. Estimation methods and properties
17 Central limit theorem, estimators, bias, and consistency
18 Constructing estimators Problem set 7 due
VIII. Confidence intervals
19 Confidence intervals
20 Confidence intervals (cont.) Problem set 8 due
IX. Hypothesis testing
21 Hypothesis tests
22 Hypothesis tests (cont.)
23 Hypothesis tests (cont.) Problem set 9 due
24 Review
E3 Exam 3

Course Info

Spring 2009
Learning Resource Types
Exams
Lecture Notes
Problem Sets with Solutions