Introduces fundamental concepts and results from probability and asymptotic theory needed for a rigorous study of the limiting behavior of estimators and test statistics that emerge from the study of statistical/econometric models. Topics include the construction of probability measures, abstract integration, conditional expectation, stochastic convergence, laws of large numbers and central limit theorems. Instructor consent required.
instructor(s)
Martins-Filho, Carlos Brunet
Primary Instructor
- Fall 2018 / Fall 2019 / Fall 2020 / Fall 2021 / Fall 2022 / Fall 2023 / Fall 2024
