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