STAT 509

Econometrics I: Introduction to Mathematical Statistics
4.0 credits

Course Description

Examines methods, tools, and theory of mathematical statistics. Covers, probability densities, transformations, moment generating functions, conditional expectation. Bayesian analysis with conjugate priors, hypothesis tests, the Neyman-Pearson Lemma. Likelihood ratio tests, confidence intervals, maximum likelihood estimation, Central limit theorem, Slutsky Theorems, and the delta-method. Prerequisite: STAT 311/ECON 311; either MATH 136 or MATH 126 with either MATH 308 or MATH 309. (Credit allowed for only one of STAT 390, STAT 481, and ECON 580.) Offered: jointly with CS&SS 509/ECON 580.

Syllabus Downloads

Current Time Schedule

Autumn, 2023

SLN/Section Time Location Instructor
21964 A

T Th 2:30PM - 4:20PM

SAV 264

Thomas S Richardson



21965 AA

F 12:30PM - 1:20PM

SAV 131

England R Can



21966 AB

F 1:30PM - 2:20PM

SAV 131

England R Can