14.381 | Fall 2018 | Graduate

Statistical Method in Economics

Calendar

Ses # Topics Key Dates

1

Introduction, Probabilistic Concepts, Normal Distribution

2

Limit Theorems

Problem Set 1 Assigned

3

Samples, Statistics, Sample Distributions

4

Sufficient Statistics

Problem Set 1 Due

Problem Set 2 Assigned

5

Point Estimators, Method of Moments

6

Efficient Estimators, Rao-Cramer Bound

Problem Set 2 Due

Problem Set 3 Assigned

7

Large Sample Properties of Maximum Likelihood Estimation (MLE)

8

Testing Concepts

Problem Set 3 Due

Problem Set 4 Assigned

9

Testing, Uniformly Most Powerful (UMP) Tests, Neyman-Pearson Lemma

10

Large Sample Tests

Problem Set 4 Due

Problem Set 5 Assigned

11

Confidence Sets Construction

12

Bayesian Concepts

Problem Set 5 Due

Problem Set 6 Assigned

13

No Lectures

Midterm Exam

Problem Set 6 Due

Course Info

Departments
As Taught In
Fall 2018
Level
Learning Resource Types
Problem Sets
Lecture Notes