ECON 6190

Course information provided by the Courses of Study 2014-2015.

Gives the probabilistic and statistical background for meaningful application of econometric techniques. Topics include probability theory probability spaces, random variables, distributions, moments, transformations, conditional distributions, distribution theory and the multivariate normal distribution, convergence concepts, laws of large numbers, central limit theorems, Monte Carlo simulation; statistics: sample statistics, sufficiency, exponential families of distributions. Further topics in statistics are considered in ECON 6200.

When Offered Fall.

Prerequisites/Corequisites Prerequisite: At least three years of undergraduate mathematics, including at least two semesters of formal mathematics such as analysis, and at least four semesters of economics beyond intermediate microeconomic and macroeconomic theory, or permission of the instructor.

Comments Current Ph.D. students in AEM, PAM or MGMT may substitute David Just's version of AEM 6940 for the undergraduate mathematics prerequisites provided they have completed the course with a grade of B- or better. Simultaneous enrollment of Econ 6190 and AEM 6940 is not permitted.

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Enrollment Information
Choose one lecture and one discussion.

  •  5822ECON 6190  LEC 001

  • 4 Credits Stdnt Opt

  • Enrollment limited to: first year Economics grad students.